The pronouns se, le, lo, la etc (1) must go before conjugated verbs, except in the imperative mood. (2) In the imperative (commands), the pronoun goes at the end of the verb, and they become one word (often necessitating a written accent mark BTW). (3) The pronouns may also go at the end of an infinitive or the present progressive participle. This is optional-- they can also go before the conjugated verb (main verb) of the sentence.
Me gustaría saberlo. (I would like to know [about it])
Dámelo (give it to me)
¿Me lo puedes dar? (Can you give it to me?)
¿Puedes dármelo? (Can you give it to me?)
Hágalo. (do it)
Házlo. (do it)