Depending on the size of your needle you can use a paper clip, a piece of scrap yarn tied in a small circle, a washer or anything you want that will fit over your needle. In this case, you're going to be knitting in the round and need something that will mark the beginning each new round so you can keep track of where you are. So it needs to be something that will fit on your needle you can slip from one to the other when you come to it again.
As for joining, when you've cast on, put the needle tip with the first cast on in your left hand and the other needle that has the yarn going to the skein in your right and begin knitting. Or purling or whatever the first row of your pattern is.