Hi Joan,
This is a big subject! People have written books on the various methods of doing applique. One of my favorite books is by Harriet Hargrave, Mastering Machine Applique: The Complete Guide. This book has been out awhile, you might check at your local library. I learned alot about sewing in general from her book
Also, national award-winning quilter Sharon Schamber has classes onlline, including some FREE classes. I noticed in her free section there is a video on raw edge applique as well as turned edge applique. Perhaps watching those would get you started. Here's the link:
http://sharonschambernetwork.com/Classes.aspx