Can you plant annual flowers directly in the mulch?

Jeanne, move the mulch aside, dig up the soil, plant your annuals, cover the soil and put the mulch back. It's that easy.

plant in the soil then mulch around the plants

Plants will not grow in mulch.

No--- plant the seeds or seedlings/plants into the soil and mulch around them. Do not smother the base of the plants.

Move the mulch out of the way, dig a hole big enough for the plant, tap the sides of the plant container to easily remove the plant, make a few cuts in the roots to loosen them up, place the plant in the hole and cover with dirt. The top of the plant should be exposed. Move the mulch back around the plant. Water all your new plants, stand back and admire!