you can feed them raw or cooked. i've noticed that my own dog digests them better and prefers the taste when cooked.
you can use sweet potato to replace flour in treat recipes if you want, or slice them and bake the slices to make "sweet potato chips". sprinkle on a little garlic powder for extra yumminess.
I haven't tried cooking them, but they do like them with garlic powder, like Mordy said! A little bone meal seems to spice them up as well. I give them whole or liquified over other foods. They're just a yummy treat for my kids.