How and where to wear perfume is mostly a personal choice.
You can spray it on your skin, typically on wrists, neck, or pulse points, regardless of wearing a hijab. These areas tend to be warm and the warmth of the skin can help the diffusion of the perfume.
Some people use perfume in their hair, so that as it moves, the perfume will waft, which is pleasant for the wearer, but also anyone standing close. As your hair will be mostly covered, the hijab itself can work in a similar way - the lighter the material, the more the perfume will be detectable by others. Before applying perfume to your hijab, take account of the material as it can be adversely affected by perfume: if it is in an alcohol base it could fade the colour dyes or they could run, and if it is in an oil base, that could be difficult to remove from fabric and will often leave unsightly areas even after washing.
The choice is yours - if you choose to wear it on your skin, you may want to use a perfume in a higher concentration, so an Extrait or Pure Parfum. These are designed to sit closer to the skin and are more intimate and long-lasting. As there is less alcohol it is not as volatile as EdP and EDT, so it won’t travel far from your skin. This is also true of the alcohol-free alternatives that you may prefer. If you want to wear it on the hijab, one of the lighter EdP or EDT will be more volatile and travel further. But do first check what the material is and whether it will tolerate alcohol or oil (the most likely options for a perfume base).
If you use an oil base on a silky fabric, the following method may help to remove the oil: If the oil is still fresh, blot any excess with a clean towel or tissue - do not rub it as this with push the oil deeper into the fabric. Then sprinkle as small amount of cornstarch or talcum powder on the area and leave it for about 20 minutes to absorb the oil. Then gently brush off the powder with a soft bristled toothbrush. Do not scrub the fabric as it could easily tear. If this hasn’t removed it entirely, dilute a mild detergent or use a hand soap with about twice the amount of warm water. Squeeze this through the area a few times, then rinse with clear water and leave it somewhere flat to dry.
Ultimately, the choice of whether to apply perfume on the skin or on a hijab is yours and may change depending on the type of perfume you choose - a rich, deep scent might be nicer on the skin and a light citrus or gentle floral could work better on material.