Knit the project as normal. When the time comes to add the new color there are two ways this can be approached.
Joining the colors is one of the ways that the new section of color can be started. Take the new yarn and hold it in the place of the original yarn. Then begin to work the yarn into the rest of the pattern. It is recommended to start with the tail of the old yarn. Doing this will make the yarn more secure and prevent loosening as the pattern continues.
If you knit the yarn right into the pattern to change colors, beginning the new color at the end is unnecessary. This method can create a smoother transition with the colors. Pair the tail end of the old yarn with the new yarn. Wrap both of the yarns around the right needle and knit as usual. Knit two or three stitches and then remove the old yarn. Turn the project over and tie a knot with the ends of the yarn. Then continue knitting as usual.