This is a "Make 1" increase. If you go to the videos on this site, there is a whole section just on different types of increases. This type is described and shown in the very first video listed.
In a nutshell, though, all you're doing is increasing a stitch by picking up the yarn between your last stitch and your next stitch and knitting it. Just insert your right needle under the yarn connecting the 2 stitches and knit it by wrapping your yarn and pulling it through like any other k st.