Hi all,
I've decided to do a post on my method for individual track links. I've had a popular tutorial on another site for years, but every time I give someone a link to it, I feel bad for directing traffic away from my "home" site, the Finescale Forums.
I hope to expand on the original one and add what I've learned over the years. This method of track building works great for just about any kind of vehicle, with small variations in steps for any given wheel configurations--even Sherman tank bogeys.. So let's begin! 
First of all, let's talk about the preparation.The very FIRST thing to do is to prepare your hull. Most importantly, DO NOT glue the return rollers to the hull! Instead, only set the INSIDE roller into the mounting hole, and affix the other wheels to the mounts, but do NOT glue them in place. If you have problems with them falling off---a common problem---then use a small dab of white glue (Aileen's Craft Glue is great for this step) on the very end of the "axle" and set the wheel on it. You can then easily twist the wheel off later for painting. Have your sprockets and idlers ready for use. (note ONLY the inside return rollers)
Next, lay down two strips of low-tack modeling tape with the sticky-side up. Secure them on both sides with strips of tape running all the way down the length of the "up" pieces (the marked sections). If you have a spare rubberband track piece from a similar kit, use it to mark off a good estimate of approximately how long your length of track should be.
Next, carefully start adding the track pieces to the tape. The sticky side will help you to form a length as the links stick to it. Make sure that each link is pressed into the other securely. I use a pair of tweezers to avoid my fingers from dislodging previous links. I also DO spread out the links in such a haphazard manner; it helps me to grab the ones facing the correct way.
Here's what you should have with both lengths properly laid.
Next, I use Testor's Liquid Cement because of its slow setting time. Not only does this allow the links to properly melt together, ensuring a complete bond, but it also gives adequate time to "work" the tracks into shape while the glue evaporates and the bonds set enough to allow you to eventually pick up the tracks and form them over the wheels. NOTE: on occasion, poorly-molded track links will be "stubborn" about laying into each other. If I have a few "stubborn" links, I may use a touch of Tenax-7 or another similar "strong" glue to encourage the tracks to melt into each other. But in general, I prefer a lower-setting glue for this step. Lay the glue down fairly generously--better more than less here. Work it in between the links along the full joining surface.
Now, an important step for strength: Wait about 5 minutes and use two rulers to both straighten and press the links together. (DON'T USE PLASTIC RULERS!--DUH?!) I first press the guide horns together laterally to make sure the track are straight,and then I press down on them to make sure the individual track links mate smartly into each other. While pressing down, I also massage the links toward the center, pushing them into each other toward the center. Though slightly awkward, this step is important to make sure that your links are glued securely to each neighboring link. The tacks will shrink slightly in length, but this is fine---DO NOT ADD another link yet. Having a shorter length than necessary is actually beneficial--you'll see why later.
The links nicely mated..Check that all links are flush with the next, and correct any gaps with the ruler method, if necessary.
I usually wait about 45 minutes to let the tracks set and let the joints firm up. In this time, the glue will also evaporate from the track faces so that when you put them against the wheels in the next step, they won't melt into the plastic sprockets, idlers and wheels. After about 45 minutes you should be able to pick them up from the edges; just roll them up gently.
Now, take your sprocket and---MAKE SURE YOUR TRACKS ARE IN THE RIGHT DIRECTION!--form the link around the sprocket with the length of track going OVER the sprocket--in other words, you're going to be joining the tracks at the bottom, UNDERNEATH the wheels. Press the sprocket teeth into the track firmly, but not excessively hard.
Now, remember where you left off the outside return rollers? Here's why----take the sprocket and slide it onto the post. The rest of the track length will go over the return rollers without any effort.
Put the idler on and form the length around the idler as well...
You should have about this much of a gap on the bottom of the track length. You can easily join this up with a link or two----but NOT YET!!
Now, set the sag. Take some balled-up tissue, and place it between the hull and the track face. Don't overdo it--and let the sprocket and idler turn to allow the sag. (That's why you didn't link it up yet!)
Now, put the model down and judge the gap; prepare the appropriate links to bridge the gap.
Glue in the links by adding glue to both ends of the length. I like to use a thin, straight tweezer to compress the links together by placing the tweezer ends on the opposite guide horns and gently squeezing them together.
Now---LET THE MODEL SIT FOR 24-48 HOURS! You can work on figures, turret detailing, or just go on your favorite forum and jabber with your buds...
The longer you let your tracks set up, the less danger of shrinkage and possible "fit" issues you'll have later. I have learned that 24 hours is the absolute MINIMUM to wait----and that does NOT mean to make your tracks at 7:00 PM and then take them off at 9:00 AM the next morning!! It seems that if the tracks do not FULLY cure, they will possibly shrink in the process while they are off the model being painted, and that can give you fit issues later. BE PATIENT! 
When the necessary time has passed, you should be able to take hold of the sprocket and gently work it off of the model with the tracks coming off with it. The tracks will slide nicely off of the single return rollers and idler.
The tracks should come off intact. If you have an idler or sprocket "stuck" to the track, you should be able to gently work the piece out of the fold without much ado, This sprocket came out with no problem; in fact, often just the curvature of the track will "hug" the piece and a gently massage will bring it out cleanly.
Next, paint your tracks and wheels. I have found it wise to use a good quality primer (Tamiya) on the track oval before painting in order to insulate it from possible damage from mineral spirit washes, which seem to be able to weaken some of the glue joints if the spirits lay in the creases for an excessive time. This can sometimes be due to ambient humidity, which retards the evaporation time. DON'T FORGET to weather the INSIDES of the tracks. I see too many models where there is no evidence of wear on the inside track faces which occurs from the wheel travel and sprocket teeth. Use a metallic grey to define the wheel path inside the track, and silver the guide horns and outside faces, dependent upon the terrain that your model is operating in. Remember too, that some German vehicles like the Panther had wheel rims which would silver against the guide horns as well.
Next, place the sprockets and idlers back into their places within the track.
Add some glue to the appropriate posts, and push the sprocket and idler onto the model.NOTICE that the return rollers have been removed for painting, and you don't need to put them back on yet.
It's rather bizarre how the foreshortening of perspective makes the loose track oval look so small here!
Now. you can add glue to the posts and add the wheels. Add the two end ones first.
You can add all the wheels next, or add the complete return rollers next. I chose to add the return rollers, which have been glued together as complete wheels. They are easy to slip in under the track length using a tweezer.
The wheels are added next...the tracks are actually pliable enough that you can easily move them to make the wheels slip onto their posts.
Lay the model on its side and complete the other side.
Lastly, use some superglue with a precision applicator to firmly glue down the track to the tops and bottoms on the wheels. I glue ALL the top of the track to the return roller to make sure the weight is simulated; I only tack 3 or 4 of the lower ones. I've used some tissue balls to "catch" any excess glue
You should have a competently-assembled set of convincing-looking tracks on your model at this point! Congratulations! You've just learned an important modeling skill!
NOTE that it's important to make sure that ALL your wheels are removable, in order to assure ease-of-assembly and removal for painting, as well as to assure that they can be easily re-installed on the model!
I hope that you have enjoyed this tutoeial, and that you are now a Master of the Indy Links!
Questions are welcomed; I'll try to answer them as my schedule permits!
........the doog. 