If you google you tube goat milking, especially if you add Nigerian Dwarf, you'll get some great videos. ND and pygmies, ime, aren't so different in the "how to". I think the ND teats are slightly more accessible but that's a breeding/use thing too.
A milk stand with a head gate is a back saver when doing anything with smaller goats... especially milking.
Milking a Pygmy doe is not any different than milking a standard, only the teats are smaller and some pygmy does can have awesome udders while others can have so-so udders, mainly because they are not bred for milk production qualities.