Dig a space for each paver approximately 3 or 4 inches deep. You want the cobblestones to fit snugly, so dig only as wide as you need to place your stones to create your pathway.
Lay down some sand and lightly dampen it. This will help the cobblestone sit properly for your new walk.
Place the cobblestones of your choice in the designated area. Have a plan worked out for how you would like the cobblestones to be arranged. You can make this as elaborate or simple as you prefer.
Tamp lightly with a 20 lb. sledgehammer, being careful not to break the cobblestones. Tamp until the cobblestones are even with the surrounding lawn, and are level.
Continue placing your cobblestones in areas that are easy to walk across.
Fill the space in between your new walkway with sod and water thoroughly. You can also fill gaps between the pathway and the lawn with sod if you've dug the holes larger than you needed to.
Water daily for several days to insure sod roots.