Welcome to KH. You leave the last stitch on the needle turn the square so the stitch is on the right and pick up one stitch in each of the ridges going along until you reach the end. So if you knit 20 rows you will pick up 9 or 10 stitches then knit the stitches you picked up and the one left from the last colour change. When I made mine I broke off the yarn each colour change.