The only information that we have is anecdotal but all reports are that both cones are an interference fit onto the spindle. The interference may be lighter for the left cone. The right cone should be pressed fully onto the spindle before you start installing the spindle into the headstock. It certainly won't hurt anything to chill the spindle before you begin installing the right cone. Before you do, oil the area where the bearing will fit.
EDIT - When you start with the headstock, first fully install both cups (not cones) and then the right hand M6-72 (inner) Dust Cover. Then begin with the spindle.
