I recommend attaching it to something to wear under the wig. It looks like it sits at the hairline.
If it were me I would take a piece of wide ribbon or strip of fabric about 2" wide and long enough to go from the ornament to the back of your neck. Secure the one end to the back of the ornament with glue. When you want to wear it - put your wig cap on then position the ornament where you want it. Lay the strip back over your head and hairpin it in a lot of spots. You could even put a comb on the end of the strip to dig into the hair at your neck.
You will want a fabric or ribbon that you can stick hairpins through if possible. The point is to distribute the force being used to hold the ornament in place. It is really pretty by the way!
The wig would slip over top and hide everything.