Are you attempting to screw the handle like normal, righty-tighty? Try to screw the handle by turning it lefty-loosey. Does it work?
One handle (left) is threaded in a clockwise direction and the other handle (right) is threaded in a counter-clockwise direction.
If not, can you tell us if the right handle screw-end matches the size of the screw-hole?
Lastly, if you try to screw the Left-side handle to the right side does it work? Then try to screw the Right-side handle on the left side.
Please have a look at the following video: