The props you get at the hobby shop usually have a hole that's much too large for the motor's shaft. If the shaft has a gear attached, you can just drill out the prop to fit over the gear. Otherwise, the prop can be hard to attach securely. A prop mounted on tape over the shaft can work temporarily at low power, but at higher power, the propeller eventually starts to spin slower and slower, then pops off.
You can buy motor mounts at the hobby shop for about $5, but I've also had success with the following approach. Put tape over half the shaft, so that the prop lines up properly but there is space around it toward the end of the shaft. Optionally file the shaft into a square shape at the end. Put some epoxy into the prop center hole and fit it onto the shaft. If it still pops off, re-mount it with superglue. (Superglue will now work because there's a tight fit between the epoxy and the prop.)