If you do this, always choose a water-based lubricant. Oil-based or silicone-based lubricants can damage your dolls, and cause staining. KY Jelly in Astroglide are two examples of water-based lubricants.
Apply lubricant any place that you intend to penetrate. Just don’t go overboard. If you attempt to use too many things will get sticky and messy quickly. Here is a bit of a sex doll life Pro tip.