I don't think there is a "proper" way to do any kind of self harm. I'm not sure if you're talking specifically about cigarette burns, using a lighter, using a hair straightener or something? There's no straight textbook for this sort of thing. Maybe someone else will have a more helpful answer though
My only advice is to make sure you get sterilizing alcohol wipes or something and bandage that shit afterward, seriously. I know it's easy to have no regard for your own wellbeing when it comes to self harm, but sepsis/infection is no joke, especially depending on what method you're using to burn