Understand the limitations of your instrument. If you play a piano, you will need to use the damper pedal to extend the rhythmic value of a note. If you play a barred instrument, you will have to roll a note to extend the sound and play a tie properly.
Identify the individual note values that the tie connects. If there are two half-note ties then you will have to hold the pitch for four beats, since each half note is two beats.
Determine whether all of the notes are tied or if just some of them are tied. If only a few notes are tied, that means that the tied notes are to be extended while the other notes can be re-articulated.