I reshape dental tools on a belt sander into different shapes of scraping tools, to carve more than traditionally sculpt. Working with bits of warm clay, though, is done the same way as you would any other sculpting clay. After creating a quick rough figure to give the bulk of the large shape needed for the piece, I would make a quick silicone mold of it so I could pour my molten wax mixture into it and save myself the effort of carving pieces of wax and welding them together with the wax pen and torch.
The advantage is that the piece would be about 60% done once it got to the wax (see the pictures showing the green Castilene© figure and then the other of the same figure in the finished wax). Now with the cooled and hardened wax rough sculpture in hand I could begin the process of finishing and detailing the sculpt.
This is where the wax pen shines. With the pen you can weld pieces together by melting the wax between the seams and allowing it to cool. Once welded in place you can carve it into the shape you need. Also when I say "carve" don't think of it as wood carving, I like to think of it as soap carving, because it's easy and so much softer than wood, and you won't be cutting yourself or needing to apply a lot of force.