Assalamu Alaikum, Is it sunnah to put our hands on our ears when giving adhan? If not, where do we put our hands?

Yes, it is sunnah to put your index fingers in your ears, as Bilal raḍiyallāhu ʿanhu did (reported by al-Tirmidhī; graded ṣaḥīḥ by al-Albānī raḥimahullāh), and Shaykh Ibn Uthaymin raḥimahullāh said it remains sunnah even with a microphone.