Page showing the basics of applying a foam latex appliance - http://frighteners.com/foam2.html
This is one of those procedures with varying degrees of difficulty, depending on the size of the piece. Some are small enough, to just put on and you simply forget it's there, staying on as long as you want it. Some are larger, requiring a little time to put it on. Makeup artists have been known to take several hours just to apply facial pieces including makeup.
What you want to use as your adhesive, is up to you. You can use liquid latex, spirit gum, telesis, prosthetic adhesive, or medical adhesive. The last three are the strongest, and best for larger appliances. The last two are great for a long-lasting hold, and I mean LONG!