There are many ways to celebrate this particular devotion. Most churches have a daily recitation of the rosary. Some include the crowning of Our Lady's statue. The important thing is that Mary be honored in a special way. At one time, the domestic celebrations of the month of May were widespread, especially by setting up a small May altar in the home.
"During this beautiful month of Our Lady, let us crown her with fragrant flowers – the flowers of love, gentleness, meekness and humility for one another, and ask Jesus to be truly a cause of joy to her as He was." (From her letters)
Pope (Emeritus) Benedict XVI
"In the days following the resurrection of the Lord, the Apostles stayed gathered together, comforted by the presence of Mary, and after the Ascension, they persevered with her in prayerful anticipation of Pentecost. Our Lady was, for them, like a mother and teacher, a role she continues to undertake with Christians of all times. Every year, at Easter time, we relive this experience more intensely and perhaps this is why popular tradition consecrated the month of May to Mary, as it normally falls between Easter and Pentecost. ... [It] is useful for us to rediscover the maternal function she has in our life, so that we will be ever more meek disciples and courageous witnesses of the Risen Lord. To Mary we entrust the needs of the Church and the whole world" (At the Regina Caeli 2006. 04. 30.)
The Servant of God Pope Paul VI:
The month of May is the "month which the piety of the faithful has especially dedicated to Our Blessed Lady," and it is the occasion for a "moving tribute of faith and love which Catholics in every part of the world [pay] to the Queen of Heaven. During this month Christians, both in church and in the privacy of the home, offer up to Mary from their hearts an especially fervent and loving homage of prayer and veneration. In this month, too, the benefits of God's mercy come down to us from her throne in greater abundance" (Paul VI: Encyclical on the Month of May, no. 1).
Saint Pope John Paul II:
"Today we begin the month dedicated to Our Lady a favourite of popular devotion. In accord with a long-standing tradition of devotion, parishes and families continue to make the month of May a "Marian" month, celebrating it with many devout liturgical, catechetical and pastoral initiatives!" (John Paul II, General Audience, May 2, 1979)
The month of May urges us to think and to speak in a special way about the Virgin Mary. In effect, this is her month. Consequently, this time of the Liturgical Year (Easter), and this month are a call, inviting us to open our hearts in a special way to Mary. (Pope John Paul II 2002)