1) put the sugar in the cup your are pulling your espresso into
2) pull the espresso on top of the sugar
3) take spoon and mix sugar completely into the espresso
4) add frothed milk on top.
Adding sugar into the milk can help encourage flavors but makes the steam wand a sticky hot mess, even harder to clean when cooled ( I'm talking about the inside of the wand, not the outside).
Edited by moderator to remove violations of Guidelines for productive online discussion.