Do you mean just pick it up and start knitting? Or picking up stitches? Picking up stitches is a technique in knitting, it might be in the video section of the website. If you mean just pick the needles up and start knitting, well you just pick them up, and knit your first stitch, and continue! Hope this helped.
*Handmaiden Rumple Scarf ( ) !!
* Starting some Christmas Ornaments soon from Knit Simple Holiday 2009 issue with Mission Falls Wool !!
There's a video in the Tips section which shows you how to do it (that's how I learned). Basically, you pull loops up through the work you've already done and use those as your cast-on. It does help to see someone do it, though.