Similar to other stopmotion puppet films -
1. An armature inside each puppet. It is like a skeleton, with ball joints that allow the animator to move it, but stiff enough to hold it's position while you take the shot. (Look in the armature section here for posts on armature making.)
Cheaper, quicker option, needing hardly any tools, is to use aluminium armature wire. It is annealed to make it softer and less springy, and able to be bent many times before it fatigues. I use wire most of the time.
With either type, you need tie-downs in the feet so it can be attached to the set floor by one foot while it is standing or walking. The simplest is a nut in the foot, and a matching screw that goes through a hole from under the set, with a wing nut to tighten it up.
2. A flexible material to cover the armature. Usually cast in foam latex or in a soft silicone rubber. For that you need to sculpt the character in clay, make a mould (usually plaster), and cast the puppet in rubber with the armature inside.
Paranorman used sets of hard replacement faces instead of a flexible face. They were printed out on a computer 3d printer. Frankenweenie used a replacement mouth for the science teacher, but armature parts inside the rubber head for most other characters.
A cheaper, quicker method of covering a clothed figure is with upholstery foam, glued onto the armature with contact adhesive, and trimmed with scissors. Then the fabric clothing covers it. Hands can be built up with liquid latex directly over the finger wires. Heads can be hard sculpey, rough build-up with foam and liquid latex, cast foam latex or silicone, or many other materials.
To make it move ... well, you pose the puppet, take a photo, move it a little, take another photo... Best results using a framegrabber like StopMotion Pro or Dragonframe.
I think it's not foam latex but Rubber latex. It's Thin and Flexible.
but I don't know the brand of the Latex.
Where can I get the Latex? What Latex?