Come up with a simple plot that uses two or three characters and a single setting. Clay animation films emphasize action over dialogue so you won't have to write many lines. Nor does the medium of modeling clay allow for much variety in facial expressions, so your storyline will focus on physical interaction.
Create a storyboard diagram of how your clay figures will "move" in each scene. Example: Joe crosses from left to right and opens closet door. A ghost jumps out. Joe runs back to his bed and hides under the covers.
Build the skeletons of your cast with wire or pipe cleaners. The shapes you make are called the armature and allow you to manipulate the head, body and limbs once the clay exterior is applied. Use soft modeling clay that doesn't harden. This can either be purchased in different colors or painted with a light layer of non-toxic paint. Painting your cast members depends on whether they will be recurring characters you want to keep.
Set the stage for your production. This can be as simple as a sheet hung up as a backdrop or as complex as the interior/exterior of a dollhouse. Position your characters for their first scene.
Set up a digital camera on a tripod. During the shooting of each segment, the camera and its angle cannot change; if it does, the action sequences will not flow smoothly during playback. Take the first picture. Move your clay figure's head, arms or legs a tiny smidge, then take the next picture. Repeat this process until you have the full series of shots you need to replicate movement.
Upload all of the images to your computer. If you have a recent version of Windows, there's likely to be a function called Movie Maker already installed that allows you to control the amount of time between shots as well as add dissolves, wipes and other special effects. During the editing process, you can also add voiceovers, dialogue and music.