Stacking headers are basically just larger, taller female headers. They come in handy when you want to be able to take your Feather and FeatherWing boards apart, or if you want to plug them into a solderless breadboard.
They're great for prototyping, and sturdy enough for permanent use in most projects.
Place the stacking headers into the board so that the long pins poke through the two rows of breakout pads. Make sure the long pins are sticking out the bottom.
To make it easier to keep these in place, you can use some tape to hold down the two header pieces. Tacky clay also works, whatever you've got handy!
Be sure to solder all pins for reliable electrical contact.
(For tips on soldering, be sure to check out our Guide to Excellent Soldering).
Start by soldering the first row of header.
Now flip around and solder the other row completely.
When you are finished, check that your soldered joints are nice and shiny.