I understand the CO 40 sts, what’s the ‘join’ all about? it’s a hat pattern?
You’re going to knit in the round. Join just means to begin knitting. You might look at the circular knitting videos on the Advanced Techniques page.
Yes, you are knitting in a circle so that you won’t have a seam to sew when you are done. You will be using some set of tools that allows you to work in a circle (there are several possiblities, a 16" circular is rather common or dpns, but others too). Normally when you cast on you turn your cast on stitches so that you have the needle with the stitches in the left hand and begin knitting. When you are “joining” you want to work directly from the last stitches cast on and start knitting the first stitches you cast on (no turning)so that everything gets joined into a circle. The video will help.
When you are supposed to join for in the round knitting, patterns often say, “being careful not to twist the stitches” or something to that effect. That can be a little hard to manage if you haven’t had a lot of experience with it. One way around that issue, is to knit “flat”, that is, as if your 2 needle ends were 2 separate straight needles, for a couple of rows, and [U]then[/U] join in the round. Those couple of rows make it a lot easier. Then when you are done, sew up the little gap left from doing that. If you do this, just be sure to follow the stitch pattern-- if the pattern has you working in stockinette stitch, which in the round is knitting every row, then for those first couple of “flat” rows, you will need to knit 1 row and purl 1 row in order to keep the stockinette stitch going.