The pieces are usually held in place and together using straps and buckles. For example, the legs can be held in place by gluing a strap to the inside of the thigh and connecting it to another strap via a buckle that has been glued to the inside of the cod piece. A webbing harness can be used to connect pieces to which provides a more comfortable setup.
As for the fingers, these can be held together using fishing line.
A great deal can be learnt by reading through, from start to finish, the countless Iron Man threads on here. I'm nowhere near the suiting up stage myself but have a pretty good idea about how I'm going to do it by reading these threads for hours on end.