Well, I've never used that particular fletching jig, but the same basic principles apply. Make sure the arrow is clean. Use 99% alcohol (do NOT use acetone for carbon arrows) to clean the shaft. Actually, before you clean it, hit it with green scotch brite pad first, just to scuff it up a tad...install the fletching of your choice in the jig, and run a thin bead of glue.

That's where the real art form is, getting the right amount of glue. Too much is just as bad as not enough.....Just a thin bead.