The most important thing to remember when applying mineral makeup is that you do not need much. Use just a very small amount at a time.
Since most mineral makeup is in a loose or pressed powder form, you can apply it very much like traditional makeup. In most cases you'll apply mineral makeup with a brush or makeup sponge. Since it's usually in powder form, you don't want to attempt applying it with your hands. Look for a mineral foundation brush with lots of hair. Don't get a long flimsy brush - short bristles are best.
Before you apply your foundation, blush and eye shadow, you'll want to clean and moisturize your face. Once your moisturizer has soaked in a bit, you can apply your mineral foundation. This helps trap moisture and keep your skin hydrated. It also helps to blend the foundation.
If you're using a loose mineral foundation, press your brush into your foundation container. It usually has holes which the powder sifts through. Once you've gotten a little on your brush, tap off the excess and apply to skin, starting at the center of your face (nose, chin and forehead). Then work your way outward. Apply up to several layers until you have the coverage you want.