I'm going to assume this is for a lace or lace frontal.
You'll want to use some kind of adhesive. A lace wig glue if you plan on wearing it for more than one day, but if you plan on taking it off every night, I'd suggest something like got2be glued. It's a super strong gel and alot of people use to secure wigs.
Put the wig on, position it, and then pin the hair away from the lace, and then flip the lace away from your skin. What you'll do is clean the areas (your hairline perimeter) with alcohol to remove all oils. Next put a very thin layer of the glue or gel on and around your hair line. Now let that set or use a blow drier on a low setting until it becomes tacky. Now you can either add another layer of glue, or you can lay your wig.
Do this part slowly, work in sections if you have to. Start to slowly lay the lace onto the glue, using a rat tail comb or some other thin object to press the lace against the glue. Do this until all the lace is all glued down. (Please be careful not to use to much gel/glue it will be seen if you overdo it. And also be sure to not get any on the hair of the wig. Which is why you'll use a comb and not your finger to press the lace down.) Once you're done sticking everything down, use a bandana or scarf to tie around the glued area of the wig tightly, and wait for 30 minutes. This allows the wig to set, and the glue to adhere to the wig without it slipping or sliding around. Remove the scarf and your done.
Ps. Be sure to clean the gel or glue off. Water will remove got2be gel, but most glues require an removing solution.