Hi Tim, Can you tell us which kit it is or at least post some pictures. The procedure may be a little different depending on whether the rudder is supported or not and it is also best done in conjunction with the prop and shaft installation.
If you are just asking about the tube itself then the basic process is to set the tube position with the rudder stock in place. This ensures perfect alignment. It may also be necessary to have the propeller fitted as well. Once all is in place glue the tube with either a two part epoxy or Stabilit Express, depending on the hull material. Vac formed plastic may need polystyrene cement. Once the tube is glued it can then be secured with either something like Isopon car body filler around it or even a block of wood or plastic to ensure the tube is held rigidly in place.
Finally you can trim off the protruding tube outside the hull with a fine saw and file to match the hull profile.