Dry gloves with a latex seal are worn as you would wear a normal glove. If you are talking about the detachable dry gloves with the ring systems they should come with instructions when you buy them.
I dived with dry gloves for about a year and wouldn't recommend them, I got through three pairs (two in one week last month), you only need to get a small hole in them and they are useless. The last time I dived with them I ripped a 2 inch hole in one of the fingers and had to do 20 Min's of deco in a suit full of cold water, everyone on the boat on the trip back found it funny though.
For the same price you can buy a pair of 3mm and a pair of 5 mm neoprene gloves, which is what I did.
Oh yeah nearly forgot when I took the rings off they had ruined the seals on my dry suit as well.