Embroider the design directly through the tracing paper transfer and the fabric, following the pattern markings. I've used back stitch to outline the design in this example, but tightly-worked stem stitch, closely-spaced running stitch or split stitch can also be used.
Remember that this is a method for marking the fabric with an outline like I have done with this turtle design, rather than a way to embroider a project. Keep the stitching simple as you trace the pattern with thread for best results.
TIP: Whichever stitch you choose to use, remember to work them closely spaced. This gives you a better finished line and makes it easier to remove the paper after the stitching has been completed.