1. Get some wire. With ogryns it can be relatively thick wire; or you can fold it in two and twist it, which helps with flexibility and posing, and gives the
GS something to cling to.
2. Clip off enough for the length of the arm (say, from the middle of the palm or fist to the middle of the shoulder mass, if the arm was held out straight) plus enough to firmly anchor the wire in the model. If you're familiar with pinning that should be no problem. You
might want to allow a tiny bit between the shoulder attachment area and the middle of the shoulder mass, but that might be splitting hairs.
3. You've got your armature securely attached to the model - pose it. Bend it at shoulder, elbow, and maybe wrist points, using any other ogryns or arm pieces you have as a guide. If you want it to hold a weapon, attach it to the free end. If you're pinning or wrapping the wire for that, you'll need a bit of extra length for it, too.
4. Cover the wire with putty so that it holds it's shape. Squeeze it on with your fingers and smooth it a bit with a nice zahle or lecron.

For something chunky like an ogryn arm, don't make the putty layer too thin (thicker will be more stable, when you come back to it) but leave plenty of room to sculpt shapes and details on top of it. Again, use other ogryns as a guide. Be careful not to push the pose too far out of place, and bend it back when you're finished. Let the putty harden up.
5. Push on balls and sausages of putty to get the general shape and positions of muscles and the bony point of the elbow and wrist. They'll stick a little easier if you score or rough up the surface of the cured putty. Yet again, use existing ogryns as a reference, or get a guide to arm muscles too, to help things along. (Any realistic anatomy guide would have to be adapted for chunky ogryn arms, obviously) There should be plenty of anatomy pics online, from wikipedia and further afield. Smooth these shapes as they harden, with a sculpting tool or clay shaper, and let them cure fully.
6. Do a bit of gap-filling and smoothing between those muscle shapes. Don't be afraid to scrape or cut things back a little, if they need it. Again, reference reference reference.
7. Hands and fingers can be a bit tricky. If you're sculpting a fist, start off with a rough box. Mark a line and make a slight gap into one side of the box, where the fingertips should come up against the heel of the palm.
Mark three lines into the putty for four fingers, starting inside this gap, and running around to the front of the 'box'.
Mark in the curl of the first finger and pinky finger on the top and bottom of the box.
Try to round off the fingers and heel of the palm a little, and keep the knuckles relatively square. For the most prominent knuckles at the base of the fingers, you might want to add these afterwards. If so, mark in holes where they should go. Again, helps the extra putty to stick.
8. I usually leave thumbs 'til after. I put a triangle of putty on top of the fist, running from the first knuckle to the heel of the hand. Then I stick on a sausage of putty on top of that, curling round the second segments of the fingers, with a kink in the middle. Make a fist yourself, to see where everything goes.
9. For open hands, each finger is a bit like an arm in miniature, with a little armature and a layer of putty. But I'll bow out and let Ebob show that process:
http://www.ebobminiatures.com/greenroom/wallacegal2/wallacegallery2.htm
Though it is a bit easier if you're sculpting fingers flat against the side of a ripper gun, or something.
For armour pieces, well, ogryn armour isn't too complicated.

For shaping the flat surfaces and sharper edges of mechanical objects like these, add more yellow into the greenstuff mix* or use... just about any other modelling putty. They all tend to be easier for flatter surfaces and sharper edges. For aquilas and things, it's like anything else: use a reference, make the basic shape, then mark in and refine the details.
* The makers recommend more yellow for general sculpting anyway. Their info pdf:
http://www.polymericsystems.com/technical-data/pdf/SculptorsInfo.pdf
At least you only got ninja'd
once.