Lady can either loosely put her arms around the man's shoulder; or for more formal instances, put their left hand on her partner's shoulder/ upper back and her right-hand can rest on the man's facet.
When we came to Italy, this nice observe a sign that said, welcome to Sigonella, Tuscany. http://www.Organmagazine.com/bbs/board.php?bo_table=free&wr_id=498274