You have a couple of options. I personally tie florocarbon line(6# I think) straight to the heavy colored fly line. Florocarbon is just a clearer regular fishing line like monofilament. I'm sure you can type fly fishing knots in your search engine and get some good diagrams. Also books are always good. By the way the tapered leader is easier to get the fly to roll over and get the farthest distance from your fly line.
You can also buy tippet(which is just fishing line as well) and attach it to the leader. This way every time you cut the fly off the line you are not shotening your leader.
There are also little clips that you tie to the end of your tippet or leader and snap the fly on and off. I generally use these.
Try to avoid cutting the colored fly line it is generally waited towards the end and if shortened wont load your rod properly, making you work a lot and not cast as far.
A good book is Fly Fishing Basics byDave Hughes
Good Luck