Actually, that is all there is to it -- screwing them in until they're tight. UNLESS you want to orient the head a particular way, way vertical or horizontal, for example, or somewhere inbetween. Then you may need to warm up the head to soften the glue to reposition the head on the adaptor. Likewise, if the head doesn't spin true when you screw it in, that may mean that it isn't square on the adapter, and it must be loosened and reseated. But that's about it.
One other thing, if you use left wing feathers, it will spin the arrow counter-clockwise, which tends to unscrew the adaptor from the shaft. There are a number of gizmos designed to stop that, small rubber or aluminum washers between the butt of the shaft and the back of the blade, wax or glue on the adaptor threads, etc.
Good luck.