Well, Psycho differentiates between dry and wet applications in his article. I didn't re-read everything in detail, but for the wet applications he moistens the surface with a little rubbing alcohol and then applies the pigments with a dry brush or he picks up pigments with an alcohol moistened brush and then uses another alcohol moistened brush to move the pigments around, creating streaks. For the dry application just pick up some pigments with a dry brush and stipple them on. Less is more in my experience. But the good thing about pigments is that you can easily remove (most of) them again using a moist brush.
Actually mixing the pigments with water (or alcohol) is another option. As with the paint, the less you dilute, the more intense the 'paint' will be. Also, the pigments will always leave a texture.
On the Mjolnir (almost always really) I applied pigments dry by stippling them on with a short haired stiff brush. For gaming minis the pigments then can be fixed with a drop of alcohol or pigment fixer (and varnish). This is not necessary for miniature just sitting in the display cabinet.