Nitre bluing is done once all work is finished. There is nothing but oiling done afterwards. Assembly should be the same as a non-blued blade.
The blue color will rub off along the detent track. Most folks just accept that. The polished pivot and shoulder area will be as smooth as they were....just blue. The blue will rub off after a while there, too, but these areas can't be seen, so it matters not. Sharpening will remove it along the edge, so sharpen with care not to scratch the blade bevels.
Nitre bluing is a great look for collector knives and their hardware ( bolsters and guards), but is not a durable working blade finish. The photo you posted is one of the collector group. Would you really use that to cut fuzz sticks when camping?