The final step is to assemble the pen, their are many ways to do this but the idea is to squeeze the parts together gently, this avoids damage and ensures a good fit. Please do not use a hammer or anything else and try and assemble the pen by hitting it.
You can buy special assemblers from most places that sell pen kits but the usually cost around £30 upwards. There are also a lot of plans to be found on the internet for making your own.
There are lots of things that can be used in a workshop to assemble the pen a vice, bench drill, G clamp etc all free of charge. The way I do it now is to use the lathe to squeeze them together. A word of warning is needed here, the lathe I use for this is a Hegner and the bearings are designed to take pressure pushing in from the tailstock. Most of the cheaper lathes have simple ball bearing bearings and are not designed to take this sort of pressure so please be careful.
In the picture below you can see the Items I use for this, the two wooden pieces are home made and did an excellent job but I decided to splash out and buy the plastic ones instead.
The brass piece is something a friend made for me to go in the pillar drill so I could use that for assembling pens when I first started turning them.