Cleaning a miniature is suggested before any assembly and some an example of how cleaning can be accomplished is found here.
All miniatures follow a similar assembly process and below is an example. Metal and Resin miniatures often do not having a matching Male/Female slot like the Bones miniatures.
Plastic miniatures produced by Reaper Miniatures come with matching male and female pieces to make assembly easier on those people who are new to the miniatures hobby. It can often feel like you are assembling a very easy puzzle, but with a chance to be a bit messier.
Plastic miniatures can arrive with a thin layer of lubricant from the mold and will often appear as a very shinny spot on the miniature. The best solution is a quick wash and dry of the miniature with warm water and anti grease dish soap.
Example of a complete Bones assembly.
We skipped opening the package and washing off the pieces.
Identify any Excess on the miniature.
Clip the Excess away from the miniature.
Identify any Mold Lines that appear on the miniature.
Clean all the unwanted Mold Lines from the miniature
Identify the corresponding male and female slots.
Apply some super glue to the female slot.
For larger miniatures glue can be applied to both male and female parts for a better result.
Insert the male end into the female slot and apply pressure for a few seconds.
Once all of the glue has dried you have completed your Bones miniature and are ready to begin painting.