Hair extensions are no use for adding density to thinning hair, they just add length.
The extensions are bound to existing hair using using glue, they can placed either with a weave comb or in smaller but more dense individual sections; however with either technique, you must have dense enough hair to begin with or the glue will be clearly visible (and look ridiculous).
I've had them several times myself and know both techniques to apply them; they are absolutely no use at all for adding density where no or little hair exists already.