Yes, they are directly screwed into the print material. But since the belt holder (link in the description) takes all the force of the belt tension itself, the actual force applied to the connection of holder and carriage is rather small. Theoretically, even bolts without threads would do the job here!
I used spare M3 screws, which came with the printer... But I actually can't remember the length I used. (A guess would be M3x18).