Are you talking about when you run out of yarn on one skein and need to start the next one? I usually just leave a nice tail of the old skein and start knitting with the new one leaving another tail. When I'm all done I work in the tails so as to close the looseness and make it look like the rest of the work. Some folks like to change at the edge, personally I don't. I do it if I'm out of yarn right there but if not I knit on until I am and change wherever I am. There are lots of other methods for switching to a new skein Russian join, braided join, felted join (works for wool) and other ideas but I still just do it the way I described. Look up some of the other methods and try different things and see what works best for you.