Hmmmph... some of my answer got eaten, so here's a summary:
Raw polymer clay won't easily stick to "porous" materials like bare wood unless there's something dimensional for it to wrap around, go down into, etc. However sealing with a clear finish or acrylic paint will help and give a stickier surface. Many clayers use PVA permanent glue (like Elmer's Glue All) instead, then let at least tack up, since it will grab the clay even better (and is fine for baking along with the wood and clay).
Also....you can read more about using polymer clay on wood and other porous materials, as well as on non-porous ones, especially on this page at my site:
Then click on these categories there:
... > Wood
and perhaps also these porous surfaces:
... > Papier Mache, Cardboard, Paper (matchboxes + more)
... > Terra Cotta, Plaster, Earthen Clay, Greenware
It would also be best for things like arms, to give as much area of contact between the clay and other materials as possible (i.e., pressing much of the clay arm to the body for sculpts, or to something else if not sculpts, rather than having most of the arm sticking out with only a bit of contact at the very top.
OR you could use a permanent armature like a bit of wire, toothpick, wire mesh, etc, to span the join (into both arm and body).
These pages at the site have more on permanent armatures and on bonding parts:
(> Some Bonding Techniques)
P.S. The first answerer isn't quite correct. Polymer clay CAN be added to wood shapes/items/etc before curing/baking --and btw, the only clay that's *fired* (which is defined as heated to a high temp in a kiln) is earthen clay, and the clay is your pic isn't earthen clay.
In fact, raw polymer clay is used to "cover" wood items (completely or partially) all the time! Depending on shape, polymer clay can also be cured and then just glued to wood (bare wood or not). The same is true for covering or embellishing other materials with polymer clay like twigs, cardboard, gourds, metal, glass, etc.
P.P.S. Your original link went only to a downloaded image, etc, so many people may not have felt easy about clicking on it. Only link to images already online at sites like "Imgur" or "Flickr," etc.