quilting around your appliques (echo quilting) will enhance your appliques- bring them to the fore-front- make them stand out-& puff up a bit-giving them some 3-dimension-ality
quilting on the appliques will flatten them and make them appear more like (a print on the fabric)
both ways are done - maybe you could put together a small practice piece with a couple appliques---echo one & quilt onto of the other & see what you like. do you want to highlight/showcase your appliques? if so, echo quilt them...it's much easier than you may think.