looking at it the way you are holding it the surface that your finger is on go`s towards the front of the windshield. after it is installed the seal should lean back towards the body to make a good seal. if you put it backwards it will not seal at all.
When the gasket is properly installed and the windshield frame is installed on the car, the side your index finger is touching will be against the windshield frame and the side your thumb is touching will be against the body.