A big question many beginning needle felters have is: when is it done? The answer will depend on the shape you're working with and the look you're going for.
The longer and more you puncture the fibers with the needle felting tool, the more fused the base fabric and your design will become. If you were to pull your fabric up off the brush or foam piece, you'd be able to see the fibers of the roving or yarn coming through the back side of the felted fabric.
That's a good sign that fusion is taking place; once you have a consistent amount of fiber peeking through the back is a good way to judge whether your needle felting work is done.
But really doneness is a matter of personal preference; keep going until you think it's time to stop.
If you're working a big pattern or across a large piece of felted fabric, your whole project may not fit on the brush or foam at the same time. No problem, just work in sections, moving the piece as you need to so the section you're working on is toward the center of your brush or foam's working area (getting close to the edges is a dangerous proposition for your needles, work surface and fingers).