I've done pretty much everything when it comes to specialty print techniques, coatings, inks, etc.
Here's a piece I managed from inception to completion, printed, and did all outside finishing approvals on...
Coverage plays a major role when doing techniques and is very important when pricing is considered. For instance, an embossing die that hits small copy is cheap compared to one that is sculptured and hits the whole cover of a book. Certain coatings, such as thermochromic, cost nearly $100/lb whereas your regular gloss UV coating is dirt cheap. Spot coating requires a photopolymer plate that costs around $550, which then has to be fit on press; this is a lot more laborious than typical overall coating where you just set it up and run it.
InDesign files should be provided with separate layers for the different techniques. During the quoting process you should have the coverage area of various techniques nailed down and be able to provide a low-res PDF to your printer of choice.
Not all printers do the techniques in-house. For instance, the book linked above had everything from flocking to laser diecutting. We, as the printer, already had reliable sources to get this work done and went to each location to approve and make sure it had good quality. One thing you do NOT want to get involved in is sourcing all of these techniques yourself. You want the printer to maintain open communication with all vendors to ensure the proper materials are being used for each process. Yes, we do mark up the finishing techniques we source, but we have to - there are customer service reps we have working for us that have to manage the job correctly, things to pickup/deliver, QC staff to send out to approve, etc. that aren't free.
Let me know if you have any additional questions on any specific techniques as I have literally done every wacky thing you can imagine.
For you printers out there wondering about the book linked, it was 24 forms on press with many having at least 3 passes and some up to 5. We ran every coating on press aside from the scratch-and-sniff which was silk screened. We have pretty much every anilox you can imagine (from 10 BCM to 70 BCM). Book has everything from inline glitter and coatings that switch color to sand paper feel. The lenticular piece was modeled/animated in our 3D studio and the software then shot 16 different frames. We interlaced them and printed on top of a 75 LPI lens, which created both animation and 3D appearance. Gold Ink Award winning piece as well.