To try to answer the question - it depends on your pattern. Mine is a top-down raglan, so my instructions said, put 38 stitches on waste yarn, cast on 8 and keep going - then when I got to the sleeves, I divided the stitches on the waste yarn between two needles, and picked up those 8 plus one more on either side of the cast-on on a third needle. Then it was knit a round, re-distribute the stitches, and keep going.
I thought I had holes on the first sleeve, but when I pulled the yarn tail from starting the sleeve, it closed up. I wove in the tail on the second sleeve as I knitted (hold tail as I knit the first stitch, pull it tight and hold doubled with working yarn for about four stitches then drop it) and there's no holes there either. I think that was because of the extra stitches picked up, but if your directions don't say to do it, it could throw off a pattern or a stitch count.
Or is the question about how to use DPNs? I was scared of them to start with, but they're not that hard - you're actually just working with one of the needles with stitches at a time, and all you have to watch for is tension on the stitches at the beginning and end of the needles so you don't have a ladder of really really loose stitches.