With a bike, and no supplied lube. I would just wash the bike normally, dry.
Then refill the wash bucket with fresh soap/water. Doing a panel at a time, take the wash mit and douse the panel, then go at it with the clay, rub along the surface, not really hard, but press a little. Back and forth motion over the entire panel. If it gets dry and the clay starts rubbing (you can tell), use more water/soap. Rinse and dry a panel at a time and make sure to follow up with some kind of wax because there will be NOTHING protecting the paint after you clay.
Stubborn spots can be lifted more easily if you repeatedly STOP the clay over the spot, and change directions (at the end of your stroke).