Welcome to the forums and congrats on purchasing your new Montana.
I can't give you any information on attaching a screen room to the awning. When we purchased our first hard sided trailer we considered it. But several things discouraged us from going that direction.
One: The height of the awning itself makes it very hard to install. The screen has a rubber strip, like a rubber band that slides in the grooved track in the awning roller. The height makes it near impossible to work with. Our Montana's awning is even higher. Ladders are absolutely required and a second person is a must also.
Second: The walls of the "room" cannot be rolled up with the awning. The awning, when rolled up, will be horribly fat and bulky. Traveling with an awning like that is a disaster waiting to happen by being destroyed by wind.
Third, in the event a storm comes up, especially high winds, the awning absolutely cannot be left out. Way too many people have experienced having their awnings ripped completely off, arms bent, and the awning material fabric torn because of wind when the awning was left out and they were gone. It's a very sad story when that happens. Whenever you physically leave the camper's location, you ALWAYS want to pull the awning in. That may become a pain in the arse putting the room on and taking it off every time you want to leave the camper and do something else.
Fourth, if you have the extra room attached to your awning and a storm comes up quickly, you'll have to remove the room with the wind howling and the rain pounding down. It will be a nightmare getting it down. Meanwhile, your awning is being blown up and down and all around. Wrangling the thing in a sudden outburst will be an impossible job and most likely, before you can actually get the awing retracted, it will be damaged, or the arms will be bent.
Fifth, most electric awning motors cannot handle the extra weight from the extra room material, even if it is a mesh material and you plan on rolling the room up with the awning.
Your better solution is to purchase a conventional mosquito netting type of shelter (tent) that you can set up anywhere and place it under your awning. If a wind comes up, the shelter will withstand a lot better without having to take it down, and the awning can be retracted without any delay.