First of all we need to determine the polarity of the LED - some manufacturers apply plus and minus signs to the contacts of the LED, but some LEDs can be supplied without the polarity indication. We are using a tester to do this job. If you connect the plus test lead to the positive contact of the LED, and a minus to negative contact - LED should light up. PCB for LEDs has a corresponding plus and minus designation.
For mounting the diodes we use thermal paste that provides effective heat dissipation between the contact area and the board.