How do you add\attach arms to a figure?

Either cut out the shoulder joints, sand, glue and sculpt or use a quick drying sculpt and insert up to the ball joint push in the sculpt around the joint and turn it in a circle. Careful not to push the sides of the sculpt out as you want a semi-tight fit. When it begins to set make sure the arm isn't sticking to the sculpt. If there is room you can also drill into the body and insert the arm then sculpt over the hole. This way the arm will be supported by the plastic. Great thing about sculpting them in, with pliers and the right amount of pressure you can remove the sculpt. Plumbing epoxy is good for this and cheap. Hope that helps.