Start by drawing the desired shape on the dull side of freezer paper, and cut it out on the lines. Then cut your fabric a scant 1/4" all the way around. This shape is going to be a window.
With the dull side of the freezer paper against the wrong side of your fabric, turn the corners of fabric over the paper and iron in place one at a time, using the tip of your iron. The fabric will stick to the shiny side of the paper, holding it in place. Tip: turn off the steam on your iron while preparing your appliques. If your piece doesn't have corners, it is easiest to start on an edge with a gentle curve rather than a sharp one.
Next, using the side of the iron, allow the weight of the iron to push your seam allowance over the edge of the paper and press in place.
Continue on all sides.
Fold in corners, if any, and use the iron to press around the outer curve first.
For inside curves, clip partway into the seam allowance first. Do not clip all the way to your paper. How often you clip depends on how sharp the curve is. Here I clipped about every 1/4".
Pin your appliques in place, or you can even press them in place for a little extra adherence, but I don't find this necessary. Becaue the freezer paper is still inside, the shapes are stiff and tend to stay where you put them. Do your tiny zig-zag all around the edges.
It does show up a little bit, but not nearly as much as regular thread.
Turn over to the back and carefully trim out the backing fabric, leaving about 1/4" seam allowance.
Pull the paper out.
I find that using really sharp pointed scissors works really well to trim out the backing fabric. The freezer paper also protects the front of your applique from being cut, but still be careful!
And there you have it! Applique can be such a fun way to add elements that can't easily be pieced. Here's the Daily Planet, with a little added embellishment.
This is the top half of the superhero cityscape quilt with all of the appliques in place.
Captain America approves.