Wrap sinew or strong thread around the fletching and the arrowhead attachment points. Coat everything with natural glue (pine pitch mixed with charcoal works). Dry it for a day—do not rush. A hasty arrow is a sad arrow, and sad arrows miss every target.
Finally, test your arrow’s spine (stiffness). Hold it near the nock and push down on the tip. It should bend slightly, not snap. If it snaps, congratulations—you’ve made a toothpick. Start over, but this time glare at the wood until it submits.