First take you styrofoam ball and use a pencil or awl or screwdriver to poke a hole all the way through trying to stay as centered as possible.
Second insert your pipe cleaner leaving about an inch or two sticking out of the bottom. Thread that through the the styrofoam to secure it (not through the hole you made but beside it, actually stick it through the foam)
What is the purpose of the first hole you made? I am just wondering because these are beautiful and i would like to make some for my family this year.