Glad you asked...
It all depends on the taste you want as to how to cook the scallops. You will need to thaw them out in warm water. You will then be able to fry them, bake them or deep fry them.
Then again, this answer might help you...
To cook frozen scallops, over medium heat melt 1/2 stick of butter, then add 1/4 cup of lemon juice and bring to a boil. Add the scallops and turn them once to coat them. Cut back the temperature until it is simmering. Simmer the scallops until the edges start to curl, then remove the pan from the heat and enjoy!

