I didn't get any pictures of the assembly either, but what I do is I use rubber cement, which is a latex based glue, to hold the parts together while I stitch it. The rubber cement isn't very strong, so it usually only works long enough to get everything permanently stitched together.
I don't have any pictures of the finished clip, but here it is dyed, finished, and half way stitched.
That's all there is to it!