First I ever heard about these items. Do you use all three items at the same time or just one of them?
You wash the vehicle. Then use the synthetic clay bar. There will be instructions on how to lubricate it. You want to keep the surface of the vehicle wet while you use the bar. You need the lubrication so the bar slides. If it starts catching you need more lubrication. After you get done using the bar. Put on a wax of your choice. Some detailers recommend barring the paint before you wax it every time.
Just got the clay wash cloth to use on my wife’s 2017 Explorer that has been neglected and sitting under a pecan tree gathering sap. This works really well, one wash and it’s smooth. Went with the Maguire’s spray wax.Skip the clay bar, and get a synthetic clay sponge or towel. It’s less aggressive and won’t mar as much as clay. Also, it’s always reusable, if you drop clay on the ground you have to trash it.
Here’s an example