One way to do this, if you are making a bed of nails tester for a specific circuit board, is to lay out a circuit board to mount the pogo pins in the specific locations needed and add traces for necessary connections. Make two of these board, and drill the holes out on one of the boards with close clearance for the body of the pogo pins.
The pins are soldered to the first board, while the second board is positioned some distance above the first board to support the pogo pins.