I find it's easier to add the sails to the yards first - it gets complicated otherwise trying to avoid breaking things or getting things tangled up. If you're new to ship modelling, there are a few things it would be good to know before you do so. Check out what robands are (they're the ropes that attach the sail to the yard, but there's technique that would be good for you to know of how they work.) See https://modelshipworld.com/topic/13736-robands-help/
BTW, the whole spar is called a yard. The bit at the end is the yard-arm. As Michael Caine would say "Not many people know dat".
Nice to have another fellow Aussie on the forum. Where do you live?
Louie da fly's post in Fixing sails to yardarms was marked as the answer