I am attempting my first cake using the silhouette cameo machine using the icing sheets this weekend. I have a question that I have not found the answer to via internet searches and/or youtube. If I am cutting intricate scroll work .... how do I then transfer that scroll work to the cake .... piece by piece ? Or is there a way to transfer a large section of the cutout scroll work all at once? 

If your design will be in multiple sections, then most likely yes....piece by piece.  I've seen people do fondant transfers by applying shortening to adhere the design to waxed paper then transferring to the cake as a whole, but I don't think that would be a good option with edible sheets.  Perhaps others may have other suggestions....