I know when I start mine I have 2 of the same size cir needles. I dont connect the yarn. Its only connected to the sock I am knitting. I start with the toe and connect the first sock then connect the 2nd. As you are familiar with cir needles I do use dpn's when adding the 2nd sock to the cir needles. As you knit the first sock make sure you let go of the yarn for the first sock before you knit the 2nd. When you finish the 2nd you drop the needle and turn to start the back side of the 2nd sock you just knitted.
Knit it then drop that yarn and pick up the other yarn to work on the sock you first did. Its really not that hard as it probably has increases in it. Some patterns call for a M1 which is a make 1. or some call for a KFB which is a knit front & back to make increases. When you get to the amout of sts for your scok off you go for the foot then you will get to the heel. what type of heel is it calling for?
I do what is called the short row heel so if its different than that someone else will have to help.
After heel you do the leg part of sock.
Good luck, hope this helps some.
I did do a practice sock before I ever went to 2 sock at a time.
Blue Mound, Ks