How and where are membrane proteins inserted in the membrane?

Membrane proteins (and secreted proteins) are inserted through a specialized, water-filled protein pore into the endoplamic reticulum (ER) membrane co-translationally (as they are made off a ribosome attached to the rough endoplamic reticulum).  From here the protein travels either inserted in the membrane (for transmembrane proteins) or within the lumen (inside) of vesicles that bud off from the ER.  These vesicles then fuse with the Golgi and deposit their cargo there.  

Carbohydrates are added to glycoproteins in the ER, the Golgi and the trans-golgi network (TGN), with specific carbohydrates being added in the respective compartments (due to the localization of the necessary enzymes to those specific locations).

Membrane proteins, like all other proteins in the cell, are made within the cytoplasm by ribosomes. Once the primary peptide has been produced the peptide is transported inside a vesicle into the golgi body. It is here that modifications are made.

The peptide is folded and modifications such as carbohydrates etc may be added. The completed protein is then packaged inside another vesicle and transported to the membrane.

The vesicle reaches the membrane via a number of signalling molecules and also by travelling along actin filaments which intersect the cell cytoplasm. The vesicle fuses with the cell membrane and the protein is inserted. At this point other modifications such as glycosylation and phosphorylation may be made to the protein.

Membrane proteins have a finite life span and are removed periodically by internalization. This packages the protein into a vesicle that also contains degrading enzymes. The protein is degraded and the products used to build new proteins.