Cut out two rectangles out of fabric that matches your dress (you can measure the right size by making the reckangle length the length of the measuring tape wrapped around your bicep and then add 1 inch)
Cut both rectangles into a half circle and then turn and stitch the straight edge of the half circle (the straight edge will be the outer sleeve edge)
Sew a stitch along the round edge of the sleeve and pull the thread to bunch the sleeve together
Once this is done you can attach the sleeve to the dress. Place the right side of the sleeve into the wrong side of the dress and then stitch the sleeve onto the dress. You're done!