Hi Enginerd,
Some sew them in and some glue them. It just depends on the puppet and the type of feathers you are using. Some small feathers come on a strand that make them easy to sew on, But larger feathers are generally singles and can be sewn on. But when you are working with feathers it is best to work backwards on the feather pattern you what to get. (and remember to cross the seams of the feathers.)
Mike