What is the right way to do asynchronous operations in Redux?

It’s understandable why so many newcomers to React+Redux have difficulty wrapping their heads around asynchronous actions. React is simply a view layer. Redux is simply a state management layer. But it takes much more to build a typical app.

These poor developers are given the corner pieces of a puzzle and the rest of the pieces are scattered about on the ground. There’s no reference picture to see what the puzzle is supposed to look like — everyone you ask would show you a different picture anyways.

Even developers experienced in React+Flux have difficulty picking up Redux because now they’re told not to put asynchronous calls in their components. Well then, where?

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What is the right way to do asynchronous operations in Redux?