Mark the path of the walkway with stakes every few feet and outline with string. Make sure to include in the width room for edging such as brick paver edges, if desired.
Dig out the dirt within the walkway with a shovel to a depth of at least 1 inch, the height of the pavers. Remove any hard objects, large rocks and roots that might get in the way when laying the walkway.
Place a weed barrier cloth along the walkway. This barrier will keep weeds from growing and sticking out from between the pavers. Cover the weed barrier cloth with construction sand. Smooth the sand bed to a height that will allow the pavers that sit on top to be 1 inch above the ground.
Place the cobblestone pieces on top of the sand bed. Set them together tightly and pack them into place with a rubber mallet. Take care not to use too much force so as not to damage the pavers.
Pour dry mason's sand in the holes between the pavers. Brush off the extra sand with a broom. Pack the sand by spraying water gently with a hose.