It should have a fairly long arm projecting from, probably, a tapped blind hole in the side of the body. This rides against the drilling-machine column to prevent the tapping-head spinning with the rotating spindle.
If missing it’s just a plain length of mild-steel with a short thread on one end to match the device.
Use it at lowest machine speed – mine is on a “Progress 2G” machine in low gear and lowest belt speed.