Attach the tying thread on the hook. Make a solid base with som wraps around the area you want the wing to appear. 

Find your tube foam you want to use

Make a cut with the scissor in the foam, so you can pull it down on the hook

Pull the foam down on the hook

If you want you can add some super glue on the hook shank before mounting the wing. 

Make one turn behind the foam, and secure with a couple of wraps forward the foam afterwards

Then you do the same in the front. Do some secure wrappings behind the foam

Secure the foam with some turns around it. Be safe and also do some securing wraps around the hook

Cut the wing in the length you want, and finish your fly with the other materials you want to use