This tutorial aims to equip researchers with the knowledge and skills to leverage multimodal data in human-robot interaction (HRI) studies. It covers the HRI study cycle, from sensor selection to data analysis, introducing commonly used sensors, pre-processing data, feature extraction techniques, fusion techniques and analysis techniques: both frequentist and Bayesian. Hands-on exercises using public datasets are designed to provide practical experience. The concluding panel discussion on ethics and bias in HRI is focused on fostering broader ethical considerations of HRI studies. Website tutorial is found online at https://sites.google.com/monash.edu/multimodal-hri-study-tutorial.