To help you with the assembly of the Harlequins, there is a construction guide, that shows you how to put everything together, it also outlines which bits are what, so that you can put the right thing, on the right body, If your following the set up from that particular formation. You can find the link
HERE
As for your question on bases, As far as i'm aware, the harlequin only come with 25mm sized bases, not the 32's.That said, i don't really think that anyone would have a problem if you would rather base them up on the larger size. I know that i wouldn't.