there are some great tutes on needle turn applique but i will try and explain....
when doing a leaf you stitch up to the point....take a extra stitch at the point then you fold the seem allowance under straight across...so the leaf will look like its chopped off at the tip....then take another stitch in the same spot as the last one. then you start down the other side...when you turn under the seem allowance when you start this side you turn under and all the way up into the point...normally you just turn under this time you will turn under and rotate the needle up into the point, makes for nice crisp points. as for circles i use the perfect circle makers....but it is possible to make them just needle turn...i would suggest freezer paper for your circles if you dont have the perfect circle makers. hope this has helped some
blessings