There are several ways...
One method to make it easier is to simply buy some slow drying medium or "retarder". Mix it with your paint and it dries much slower, making it much easier to blend.
A variant of this is to make a wet pallette. It serves the same purpose of keeping your mixed colors wet for a longer time.
A variant still is to just thin your paint slightly with water.
All three methods serves to increase the amount of time you can push the paint around and mix it with other colors.
That being said, I like to paint my miniatures in their base/middle color. If I want to make some highlights I start by adding the lightest color, then I smudge it around a bit. Then I mix a slightly darker color and mix it in around the edges of the light color I just added. Keep doing this until there is a perfect bridge between the light and middle color.
For shadows you do the same, but start by adding the darkest color.
You can practice on a piece of paper or something. Just keep painting a lot of small bands of changeing colors.
Finally (in my opinion) it's better to make the contrasts too extreme than too dull.
Hope it helps