The larvae develop additional arms. At this stage, they're called brachiolaria larvae. [In the image below, the orange structure on the right side is a juvenile rudiment. Remarkably, it will become the juvenile sea star!]
Here's a better view of the the brachiolarian arms (highlighted by black arrows below). Look for the two shorter arms reaching towards each other that are covered with adhesive papillae (tiny bumps). The larva will use these arms to crawl around and hold on to the substrate.
It's hard to see in the photo above, but between the brachiolarian arms is a round adhesive disc (see below). The brachiolarian arms now look like tiny hands on either side of the adhesive disc.
When it's ready to undergo metamorphosis, the larva attaches to the substrate with the adhesive disc. It will then resorb the larval tissue and the juvenile rudiment will transform into a juvenile sea star.
The next image shows a larva undergoing metamorphosis — the larva is attached to the bottom, most of the larval tissue is gone, the juvenile is forming but it's not fully developed yet.
Once the juvenile is fully developed, it will break off from the adhesive disc that's attached to the substrate and crawl away. A newly metamorphosed juvenile Bat Star looks like this:
I know it's hard to tell how small this sea star is, so here's a picture with a millimeter ruler for scale (below). Each mark represents one millimeter, so this sea star is only about 0.5 millimeters across.
For years we had heard about how sea stars attach to the substrate when undergoing metamorphosis from the larval to juvenile stage, but we hadn't ever seen it for ourselves. It has been quite an experience to watch these wonderful swimming larvae develop arms with "little sticky hands" and an adhesive disc for attachment, and to see them transform into the tiniest of sea stars!
P.S. If you're wondering, these sea stars are 47 days old (time since fertilization).