Clamping? It’s got a tip that you screw down around like the chuck of a standard drill. Dremmels spin at high speeds, 7000-15,000 (or more) RPM. The tip uses a small wrench to tighten down.

You stick filament into the tip. It spins at high speed. The filament heats up from the friction when you touch it to an object. It then starts to melt and bond with the object.