Use plenty of lubricant (quick detailer) and it wont marr or create any scratches. The clay bar should be running smoothly over the surface with virtually no friction. Only do a small area at a time otherwise the qd wil dry and be useless. Does not require much downward pressure, just enough to be able to hold the clay on the side of the door.
Only use a little bit of the bar at a time, tear a piece off each time and fold it in on itself every half panel or so. You will be able to judge this by the amount of pickup on the clay. Put in warm water before use to soften it also.
Make sure that the car is thoroughly washed before you start and best to detar as well for best results.
Most important rule, if it hits the ground, then bin it and start with a new piece.