I make glasses...
You are going to need to warm the frame to insert the lenses.
Not with a heat gun.
What we use falls in to an area just around a hair dryer.
Your new frame will probably have acrylic demo-lenses in it...they can usually be removed cold...pushing from back...out the front...fingers placed along the lower rim of the frame...thumb pushing the lower back side of the lens forward.
Heat only the frame...not the lenses. Especially if your lenses are anti reflective coated.
Keep the heat away from the hinge area(where the little metal piece is sunk in to the frame front) or you will loosen the hinges hold in the plastic...bad...because it becomes easy to pull the anchor out of the frame front.
If you can picture the the frame as a rectangle, you would want to focus on heating the top, and bottom, longer sides of the rectangle. One lens side at a time. The plastic in your (Ray Ban? Looks like one to me..can’t remember the model number) frame front will retain a little heat, for a minute or two, each time you expose it to heat. So, if you have trouble inserting a lens, it will take less heat time to get it malleable again for a retry.
When you get the frame frame warmed enough to bend a bit(do not over heat it so that it gets all floppy), from the front of the frame...insert the upper, temporal, corner....then the nasal...then the lower temporal corner...then gently work from the lower temporal corner to the nasal to finish.
If you feel like you need to reheat, to make a second attempt, pop the lens out, and move it away from the heat.
If/when you are successful...wrap the finished side in a cloth(like a clean microfiber cloth) to protect the lens while you heat the other side...and repeat the above steps.
If you are using a hair dryer for this...hold the glasses frame by the frame front, temporal edge, temples open, facing downward...if gravity starts to make the side you’re heating start to slowly fall away...remove the heat source, flip the frame to face you, and follow the above instructions.
If there is no hairdryer available...let me know what the options are.
If these instructions are not clear to you...please feel free to PM...I will make a video for you if necessary.