The cone fits into the anchor,Its basically a sds bit with a cone on the end. Set the drill to hammer and it doesnt muck up the head of the anchor. Same thing as using the drill bit on hammer just faster and more better.
A 3 lb drilling hammer seems to do the trick.I have not seen or used these "Red Head" self drilling anchors in many years. Are they still manufactured? They were a really good anchoring system. If installed properly, I don't remember ever seeing one fail. Only using a ball peen hammer to set these anchors will usually not work well enough to prevent pullout.