Given a finite dimensional real Lie algebra $\mathfrak{g}$, I am trying to obtain a concrete realization of its simply connected Lie group $G$, with $\mathrm{Lie}(G) \cong \mathfrak{g}$.
Let us assume that $\mathfrak{g} = \mathfrak{g}_1 \oplus \mathfrak{g}_2$, where $\mathfrak{g}_1$ and $\mathfrak{g}_2$ are given by $\mathbb{R}^p$ and $\mathbb{R}^q$ respectively with certain commutator relations. I know in general how to obtain its simply connected Lie group $G$.
By a corollary to Ado's Theorem one can conclude that $$\mathfrak{g} \cong \mathfrak{g}_0 \subseteq \mathfrak{gl}(n,\mathbb{R})$$
One can find a connected Lie subgroup $G_0 \subseteq \mathrm{GL}(n,\mathbb{R})$ that has $\mathfrak{g}_0$ as its Lie algebra
The universal covering group of $G_0$, denoted by $G$, gives $\mathrm{Lie}(G) \cong \mathrm{Lie}(G_0) \cong \mathfrak{g}_0 \cong \mathfrak{g}$.
I would appreciate if anyone could provide me with an example by using this method, especially since all points include rather abstract realization of the regarding spaces (item 1 needs the universal enveloping algebra of a given Lie algebra, in item 3 one has to construct the simply connected covering group).
How is this procedure achieved in practice? Does one guess the right simply connected Lie group or does one apply the described procedure. If yes, where can I see in detail how this method works, for a rather a simple example. Some sort of enlightenment would definitely help. Many thanks in advance