There are a couple ways "join" can be used. If the item is made in the round and it is right at the beginning of the project it is talking about joining it into a circle to get started round and round. Here is a link that has videos of how to do that on big (circular needles) or small projects (a couple options). LINK
To do that you basically just think, "What would I have to do to keep going around instead of turning like usual?" And bring the ends together that would allow you to go from the last stitch in the row to the first stitch, where you got started. You don't do anything special to "join" (although there are some things you can do, you don't have to and I usually don't), just start knitting on around.
It can also be used to start a new ball of yarn. "Join a new ball" or something like that, it would say, and that just means take a new ball and start knitting with it wherever they want you to, leaving a tail.
I'm trying to think how else it is used... Sometimes you've been knitting and they want you to start a new yarn somewhere else (I can't think of an example) and that just means to take a ball of yarn and start knitting wherever they told you to. Maybe this and the last are the same.
If none of those help, give more specific information about what your pattern tells you to do and what you are making.