There are a couple of ways to attach the pine cones to the wreath frame. You can soak them so that they close up, then insert them in the frame, allow them to dry and they will open up again. This is time consuming, it took mine over a week to dry completely and open back up. You can also attach them with floral wire, which takes a lot less time.
The photo below (sorry, from my cell phone) shows the pine cones closed up after a good soaking in a bucket of water. I inserted them, butt end first, into the frame and left them to dry.
Well over a week later, they were finally dry and had opened back up, see picture below.
I cut lengths of floral wire, about 6-8" long, depending on the size of the pine cone, and inserted the wire into the pine cone's scales. I then gave the wire a twist or two to hold it in place on the pine cone. Then simply start adding pine cones to the frame, twisting the floral wire at the back of the frame to hold the pine cones in place.
I still had quite a few gaps by the time I ran out of pine cones, so I went outside and gathered some small ones to use as filler. You just keep adding pine cones until you are happy with the look.
Use your hot glue gun to secure the pine cones to each other. Once it feels sturdy, take it outside and lay it on some newspaper, then spray paint it. I gave it about 2-3 coats of black and 2 coats of clear glaze.
To add the burlap hanger, lay the wreath on the ground and run the burlap banner through the opening in the wreath. You will need a considerable length in order to tie the large bow. I didn't measure, but I would guess that length was a good 4-5 feet. Then just tie a large bow and trim the hanging ends as desired. Hang on the wall!