It's added after the knitting is done. If you're knitting on the row where the tail is joined, they just want you to place a marker for later (tie a loop in that stitch or something similar). If you're done with the knitting part, then use another piece of yarn to attach the tail.
"Trust the pattern!"
Time flies like an arrow, but fruit flies like a banana.
Hop aboard while we follow the cloud-covered van of knitting harmony, man!! Woooo!! --Hedgehog
IngridKH on Ravelry