When approaching a penalty shot, a player typically skates with speed towards the opposing team's goalie. They may use various techniques such as stickhandling, dekes, or fakes to try and deceive the goalie and create scoring opportunities. The player aims to shoot the puck into the net, using their preferred shooting technique, whether it be a wrist shot, slap shot, or backhand shot. The player's main objective is to score a goal and beat the goalie in a one-on-one situation.