You've probably been applying your cologne all wrong
There are three big mistakes men (and sometimes even women) make when applying fragrance: Applying to the wrong areas, applying too much, and rubbing it into the skin after application.
Fragrance is tricky. The oils in it are designed to be absorbed and melded with your skin's natural oils, creating your own unique scent. That can't happen when you apply it to your clothing, so never apply fragrance to anything but your skin.
That means you shouldn't spray it in a cloud and walk through it, either.
However, where you apply it on your skin also matters. You want to apply it somewhere warm, which will heat up and dissipate the oil's smell throughout the day. Too warm, however, and the smell might dissipate too quickly. Somewhere too cold, like a wrist, and the smells won't really travel far enough for people to notice you're wearing it.
The ideal place to apply cologne is the area between your chest and neck, inclusive of both. A bonus is that some men have chest hair, which can also trap some fragrance oil, increasing how long the smell might last on their skin.
As for amount, remember the cardinal rule of applying cologne: less is most certainly more.
"Cologne should be discovered, not announced," as Art of Manliness says. Overdo it, and you'll give everyone around you a headache, and probably yourself, too.
The purpose of wearing cologne is still to smell it, though, so make sure you're not too shy about it. Be brave but judicious.
Finally, after you apply the cologne, pat it into your skin but do not rub. This is not a lotion meant to be absorbed - it is an oil meant to sit on top of your skin and mix with your natural oils. Rubbing it in can cause it to be absorbed by your skin faster, and it can even distort the scent.
As for when and where you should wear cologne or fragrance? Well, that's entirely up to you.