Yeah. From the pool, it gets sucked into the pump via the two skimmers and the "other" line. Remember my reply that described that the two red handled valves in front of the pump were usually from a skimmer and a suction side cleaner (or second skimmer), in your case you said it was a second skimmer. The black three position valve should be as follows; the center port should be going to the pump; one side from the two skimmers; the third side from a bottom main drain (you do have a bottom drain don't you?).
If these lines are leak free, you'll draw water into the pump basket area. If you see bubbles in the pump basket area, you're drawing in air and can be a problem down the road.
Out of the pump, the water is going to a Tee, the top of which has a smaller flexible hose going to your Polaris cleaner. The other side of the Tee should be going to the filter multiport valve. From there , the filter (in filter mode) sends the dirt into the grids, where the DE powder filters out the dirt. Clean water should then return back to the pool. OOPS..rather, clear water should return back to the pool, where the salt system will treat the water to clean it up and make it safe.

Why isn't the DE sticking on the grids? It probably is but it's also flowing back to your pool because of a crack or tear, or an improperly seated grid inside the filter.

You'll need to take the filter apart and check the grids. If they are in good condition, it may be as Pat said, it may be the multiport valve gasket. It's cheaper to inspect the grids first, rather than replace the multiport valve gasket, or worse, the valve itself.