It's all well and good learning the days in Welsh, but you also want to use them in sentences.
One of the more straight-forward aspects of Welsh, is that many simple sentence structures have a strong resemblance to those that we use in English, and days of the week are no exception.
Here an example sentence using the days. Dw i'n mynd i Lundain dydd Iau 'I'm going to London (on) Thursday'.
You can substitute dydd Iau 'Thursday' for any day of the week, and you can also substitute mynd 'to go' with another verb.
Dydd 'day' isn't capitalised unless it is at the start of the sentence.
See also days (general) for more phrases (and simple examples of how these can be used).