I completely agree with what Ted said. I've used both Magic Sculpt and Apoxie Sculpt. The Apoxie Sculpt seems finer grained. What is an advantage to both is that you do have some working time, so rushing to get sculpting done isn't necessary it would be if you used plumber's putty. If you want to roll it out to a thin sheet, dust the inside of a plastic baggie with baby powder and put the putty inside and roll it out.
While both will dry fairly hard in a few hours, I tend to let the sculpting sit overnight to fully harden. Putting heat (heat gun or hair dryer)to it will speed up the hardening process, but if it's a thick piece, I'd err on the side of caution since the heat might not penetrate to the core of the sculpting and let it sit overnight.
To have parts not stick together - say a rider to a horse, coat the part or base with Vaseline before putting the putty in place. You can then sculpt what you need and let it set. Once it's set, the sculpted piece will come right off in case you need to work on other aspects of it. I've done this when I needed to sculpt an arm to a body, but needed to be able to paint is separately before attaching.
Obviously, before priming all the pieces, all would need to be washed with liquid dishwashing soap (I use Dawn) and warm water, scrubbed with an old, soft toothbrush, rinsed and allowed to dry.
The best way to learn other 'tricks' is to get some putty and use it. It's cheap enough, you can mix up what you might need, if you don't mix up enough, no big deal; if you mix too much, like Ted said, make bags, packs, cannon balls and practice sculpting other things.
Good luck.