The bolt and nut go through the derailleur, but not through the screw hole in the frame. That shaped piece that the bolt screws into fits into the dropout itself, the same slot that your rear wheel axle fits into. It fills the space in the rear of the dropout slot, and your axle fits up against that. See how the shape of that piece is recessed to fit the dropout on 3 sides, and the axle on the 4th side? This is the way all rear derailleurs were mounted before derailleur hangers were built into the frame.