Main point is to avoid letting dust and foreign particles settle on the inside of the camera or lenses. So some common sense precautions are:
1) When body if not fitted with a lens, replace the body cap.
2) When lenses are not fitting on the body, the front and rear caps should be in place.
3) Avoid changing lenses in a dusty environment, or in snowing conditions. If you must change lens, then try and find a place to 'hide' or do so very very quickly.
4) Finally, it is advisable to have the body face downwards when doing the lens changing. This would reduce the chances of some loose dirt falling into the body.
No big deal, really. Happy shooting.
Fred