That is called a keyhole. The shelf is meant to slide over the screw. Go to the hardware store and find a screw that will fit the keyhole channel.

The most difficult part is that you must drill the holes in the wall very accurately, and level. Measure the center to center distance between the keyholes.

Also consider where the top of the shelf will be with respect to the top of the keyhole.

You may have to use a screw anchor.

Install the screws in the wall, but leave about 1/8". Slide the shelf onto the screws. If it's too loose, remove the shelf and tighten a bit more.

Gotcha. Thank you very much. Keyhole? I learn something new everyday.