If your frame has candleholders, place the candles in them now. If the candles do not fit snugly in the holders, light one and let a little melted wax drip into the bottom of each holder. If you put the candles in before the wax sets up, the wax will help to hold them in place.
If your frame doesn't have candleholders (or if you're not using a frame), simply arrange the candles in standalone holders alongside the boughs. Always use candleholders, and make sure that the candles fit snugly in them.
Fire and drying branches don't mix (or, rather, they mix too well). If you notice that some branches have dried, remove them and replace them with fresh ones.
The hard work is done. It's time to bless your Advent wreath so that you can begin using it!