Mud and clay both have an innate flexibility, mud due to the moisture used in its creation, and clay because of the property of this soft stone. The golem then heats to a glowing red. If you noticed, however, it doesn't say to "bake" the golem, or the equivalent. The heat is generated from within, and from the magic of the process. Therefore it is natural to assume that each part of the body has only been hardened as much as necessary, leaving a flexibility in joints and such. The heat causes most of the moisture within the golem to evaporate, giving the molecules of H2O a better ability to permeate the stone itself, and increasing the flexibility of the stone.
You may wonder how it could truly be so flexible, but there are natural examples that rock truly can be flexible. A certain type of sandstone called itacolumite, named for the large quantities found in the mountain Itacolumi in Brazil, can actually bend under its own weight. "The mechanism of the sagging is imperfectly understood. The sand grains that make up the rock are widely separated rather than closely packed as in conventional sandstones, and scientists speculate that this permits them to move about. It is not known what causes the separation" (Forces of Nature, p27). They can be also be found in North Carolina, Ural, and India. In Death Valley, California, there are massive fields of stones, dry barren lake beds, with cracks across the surface. Some stones have actually "slithered" across the stone ground, leaving an indention where they passed, giving the area a nickname of "the racetrack." And I don't mean a little rock that I could lift in one hand, but massive stones up to one hundred pounds. When occasional rainfall occurs, the bed of the basin is coated with a slippery water film. The flat-bottomed stones easily slide across the ground as if it were ice, pushed by gusts of wind. They hydroplane, in essence.
How do these explain the golem? We are told that only certain mud or a single solid block of clay may be used in the creation of the golem. This single block of clay would imitate the flexibility of the itacolumite, and the kneaded mud would have an increased amount of spring water or natural water with which to create flexible joints. Within the stone itself, a crack might appear, and it would then be coated with moisture, allowing the two stones to slide past each other easily. In other words, joints could bend.
The breath of life is the final ingredient to make our golem, excepting the magic words, of course. The breath of life is not rescue breathing learned in the CPR course, but a mystical thing, like the heat and moisture. The stone become flesh is "oxygenated," and those things which a body needs (O2, CO2, C6H12O6, etc.) are created through the chemical processes of the body, using moisture as an ingredient and heat as a catalyst. Whether or not the golem needs to breath, since tales do not specify on this, the air is used to give it life. Because it has no voice, and in many tales has a slip of paper inserted into its mouth, we can assume that it has no need to breath. But because it is a man in all but voice, we must assume that it breathes. Perhaps it breathes like a man, but has no real need for breathing?
Would this not leave a simple clay figure, and not a simulacrum of a man? The explanation for this comes from the spirit that inhabits the body. The Dungeons and Dragons Monster Compendium claims that an elemental spirit of the earth is called into the golem's form. However, in Jewish legend, which we are looking at, this is a divine process, in which an actual soul infuses the golem. Most sources actually claim that the soul is created with the body, through the use of God's name. The twenty two letters of the Hebrew alphabet correspond to a part of the body, so chanting them in the proper order would recreate a man-like form, with all the proper parts. As the spirit enters the clay form, the soul gives the body hair and fingernails and skin and lungs and eyes, things which the creator has not the ability to create by simply molding clay. Therefore, when this magical life-giving name was removed, or the golem was killed or deconstructed, it fell back into the clay from which it came, with no form at all.
As we all know, the soul imparts to its vessel its own characteristics. After all, we can read "name" books and they are often accurate. How can this be, since we are named before anyone can tell? Because souls have their own personality and characteristics, and they make the golem become a man, rather than a clay thing. It has intellectual potential and personality, but no learning and no will of its own, a "blank slate," in effect. Having no will of its own, it does not learn if it isn't taught something. It will learn tasks, such as housework, or defending property, or stopping people from instigating riots, or carrying water (we all remember The Sorcerer's Apprentice), or reading and writing, if the master so desires. In most cases recorded in Jewish scripture, however, no golem was kept long enough to learn very much, being only created to prove mastery of the Sefer Yetzirah, or, as in some cases, the golems were merely cows to be used as food. And it can be assumed that they were eating meat, not clay or mud. Golems, often depicted as giant animated mud statues in tales, were in actuality real biological men, lacking only those things which cannot be created by mortal men: a voice, and the ability to reproduce, and free will.
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Instructions for making a Golem, from the commentary of Rabbi Eliezar Rokeach on the Book of Formation