The trick is to pin the wig to a wig block and then apply the color where you would like with a hair color brush being careful as you can to avoid the lace.
If some color gets on the lace it can be cleaned with a q-tip and some clorox! Swear. The lace is made of nylon and this will not be melted by the bleach. Just be careful not to get the color on the hair. If this makes you nervous then Roux makes a product called Clean Touch that helps as well.