I would usually join the working yarn and new yarn as if its one and knit with it for a few stitches then drop the old working yarn and continue knitting with the new ball. If you want to you can pick up that tail end again when you come around to it and knit with both a few more stitches just to make sure its really secure. Or you can just drop the end of your working yarn and pick up the new working yarn and begin knitting, leaving a tail to darn in later. There are lots of ways and some videos on this site for adding your new ball of yarn. Hope this is clear enough to understand and that it helps.
Just start knitting with the new yarn. It will leave a gap, but you fix that when you weave in the ends. OR do as the previous poster said and knit with both yarns for 3 stitches and then drop the yarns and weave in later.
When asking questions ALWAYS post the name and a link for the pattern if you have it.