This technique only works if you're planning on wearing a wig. The edges of the ears aren't thin enough to be glued seamlessly onto your own ears and also there's the head harness that needs to be hidden.
Find a reference picture, draw the pattern and cut it out of craft foam. Two ears, 2 sides on each ear, 4 foam pieces. Mirror 2 pieces of foam and glue them together with superglue. I would suggest gluing the outside seams first, because it's easier.
Now after your done with the one side, start gluing the inside. This will be difficult towards the pointy end due to the thickness of the foam. The tip doesn't have to be perfect (3rd picture). The reason I use superglue for this project specifically is that when it dries it hardens, so then you can use a rotary tool to sand it flat (4th picture).
Now it needs to look like skin. The best way to seal it and make it look skin like is latex. If you are allergic to it, PVA glue is the closest thing you can do. Apply a thick layer of liquid latex and wait until it dries. Wash the brush immediately. Once the latex dries DO NOT let it touch another piece with dry latex. At this point, dry latex is very sticky with itself. If you have latex on your hand or if there's another piece around with dry latex on it, they shouldn't touch each other or else the latex layers will glue with each other and peel off. In order to avoid this, grab a brush and powder ( any type will do; make-up or even baby powder) and brush it on the latex covered part.
You're done with the ears but you need to stick them onto your head, and for that you need a harness. Measure the circumference of your head and cut it out as a strap. Glue the edges together and turn it into a circle. Then you need an extra strap for the top part of your head. I found that the easiest way to calculate the length and angle for that was to cut a long strap out of paper and tape it onto the circle of foam, while I was wearing it on my head. Then all I had to do was mark where the seams were, cut them out and then use the piece of paper as pattern.
Make sure you align it correctly. The front part must be either on, or over your hairline, because you don't want it to be visible through the wig. The back part has to hug the base of your skull, where it meets your neck, because you need it to be comfortable and stable.
You can either use your head and a mirror, or a polystyrene head to figure out the correct angle you want for the ears, before gluing them.
And of course, paint! Make-up worked pretty well with the colour I wanted.