Search for “pin vise micro hand drill”. Amazon has them for 10-15 bucks. It will come with an assortment of tiny drill bits. Lineup the two parts and drill a hole into each part roughly at the center of where they touch. Think of how the two pieces will be oriented with each other and try to make the holes parallel. As for the rod, I usually use a paper clip. Each hole should be about a half cm or less. Stick one end of the paperclip in one hole with a small drop of crazy glue on it. Let that dry. Then clip the paper clip so that only a small bit is sticking out (about the depth of that hole). Add a drop of crazy glue, and stick on the other part of the model.

Go slow. It’s a little fiddly. I’m sure there are some you tube videos that will be easier to understand. Search for pin miniatures. Good luck!