The best way is to use Palram-recommended screws fastened through pre-drilled holes that are slightly larger than the diameter of the screw. Pre-drilling insures that the panels will have room to expand and contract properly with temperature change. Skipping this step can lead to distorted or warped panels.
Whatever you do, never use nails. Unlike wood fibers, which compress when a nail is hammered in, Palram's rigid PVC and polycarbonate panels do not compress. That means there is significant risk of cracking and impact damage in the area of the attachment. Also, nailing the panels in place prevents them from safely expanding and contracting with temperature change, resulting in warping of the product.
For exact hole size guidelines and other important installation instructions, see the documents at the bottom of each specific product's web page.