Underneath the sink strainer when installed into the sink, you use a bead of plumber's putty. Most of it will squeeze out when you tighten things down. Some like to put a little bit on the fine threads that hold the strainer in place, as sometimes, the rubber seal used under the sink for that big nut may not seal well to the threads and you'll get a drip or two down the threads - over time, the rubber may fill in, but those threads are small. But, all of the other fittings are compression fittings (or glue together), and do not need anything else on them.