Welcome to the wonderful world of Pico!
Yes if your clamp has 2x4mm banana leads, then these simply connect to the same red and black 4mm ends of one of the BNC leads.
If you are struggling to make sense of the reading of amps, best to try a simple measurement, like a 60Watt light bulb (automotive,12v not a mains one!!) , as that should show a simple 5amps (ohms law Amps = Watts / Volts) ... and you could test that on a DMM (Multimeter - Select Volts and reading the clamp label to see the output) - this will prove the battery in the clamp and that things are working.
Then you can repeat with the scope instead of the DMM, proving the scope/USB etc are all working, then with some confidence in the kit and how it all works, you can tackle the solenoid.
Check you have the clamp set to the same output (20/60amps) as the channel "Probe" settings in the scope software, otherwise things might look strange.
If you are still struggling to understand what you have captured, best to save the capture and post the file here, as lots of people here will comment and give advise. If you are struggling to get a capture take a look at the "Automotive menu" and follow some of the tutorials to get familiar with the kit - maybe try some simple things like start motor test, confidence is a bit factor in getting results, lots of practice (and mistakes!) too