You've cut out your fabric, now it's time to ready needle and thread!
First you'll need to transfer the pattern markings to the fabric. I like to use chalk for dark coloured fabrics, and disappearing ink pen for lighter coloured fabrics.
The way I mark off the darts is to first draw a little line where the stitching lines start from the top edge, then poke the chalk (or pen) through a hole at the point of the dart to mark the end.
To mark the other side, I stick pins through the pattern and both layers of fabric at the points of the dart, then flip the fabric and mark where the pins are.
Remove the pattern piece, then join the dots with a ruler. For the curved dart in the one-piece skirt, I find it also helps to roughly draw the curve. If the chalk/pen line doesn't show up well on your fabric (often the case with patterned fabrics), you might want to "thread trace" (hand sew long stitches) along the line in bright thread.
To sew the dart, pinch the fabric along a line dissecting the stitching lines. Pin along the lines, making sure the pins are aligned with the lines on both sides. I've also marked the point of the dart with a pin on the perpendicular.
Sew the dart, starting at the top and coming to a point at the fold, using the chalk/pen line as a guide. Repeat for the rest of the darts around the skirt.
Once you've sewn all the darts, give them a good steam press. There's no 'right' direction to press them, but on my vintage skirts they're either pressed towards the centre, or away from each other.
If you're feeling creative, a fun, retro technique is to embroider decorative arrowhead finials on the front darts.