I'm a little unclear whether plastic molding refers to casing or weatherstripping, so I'll answer for both.
If you're asking how to attach casing or casement molding - the trim piece between the door and wall, or door and siding - I would attach the molding with trim screws. They have very narrow heads to be sunk below the surface of the molding, filled in, and covered with wood filler. When it comes to attaching molding to a steel frame, use a pilot drill to attach the molding to the house side first, then drill holes through the molding to the steel frame. Use trim screws to make the connection. However, if your question is more about weatherwtripping then there are two ways to replace it: If the door has a groove designed to hold weatherstripping in place - which is very common- there is replacement weatherstripping available at places like Home Depot. However, if no groove exists to receive the weatherstripping, use adhesive-backed weather stripping.