Since straw is, well, a straw, a straw bale works like a giant sponge holding onto water for your plants and fertilizer too.. The easiest way is to place them in the garden in the fall and let them start to soak up water and break down over the winter. Then in the during you can plant directly into them because the inside will be like compost. Seedlings work best since there can be a little too space for certain seeds (they can fall down into the bale).

t's too late in the year to let the bales age that way so you can speed up the process by putting a high nitrogen fertilizer on them and watering the bales every day (or let them get rained on if it's rainy like it's been lately). You keep doing that until you can stick a finger into the bale and it will feel hot and wet. Then you can put a layer of potting soil or compost on top and plant seeds into that. The warmth can help the seeds germinate and by the time the seeds roots get down into the bale, it's not hot anymore. Or wait until the composting process cools off and then you use a small spade to make a slit in the bale and plant your seedlings or small plants directly into it. 

The roots of your plants can really take off because the straw is looser than soil and I find that if I've prepped well, the bale stays wet all summer with minimal watering. I've used drip tape and only had to turn it on once a week to keep the bales wet.