A number of ways to do it.
If you cut the fabric 1/4" larger than the pattern, leave the freezer paper on, pin the piece to the main fabric and turn the 1/4" under and do a blind stitch (by hand) to sew it on.
If you didn't cut the fabric 1/4" larger, then take the freezer paper off, pin the piece on and sew with your sewing machine.
I do my appliqueing by hand and do the first method. It gives a cleaner look to the finished product and leaving the paper one helps keep the pattern true......