You will need some backing under the fly line on the reel,20lb hollow braid is sufficient.
To join the them,push the fly line into the backing about 1 inch then whip down the frayed end with some fine whipping or fly tying thread(about 1/8th of an inch) and varnish.
Then pull the backing tight put a tiny dot of superglue where the end of the fly line is,don,t overdo this as it will make the joint too stiff.This joint will pass through the rod rings easily if a fish takes all the fly line.Make sure you connect the right end of the fly line,if its a new line it should have a marker saying "To reel" for this.
This pic gives an idea of what i mean.
To measure the correct ammount of backing,tape the front end of the fly line to the spool and reel this and the backing on till it leaves an 1/8th inch gap between backing and the reel.
Then pull it all off in loose coils onto the floor to stop any tangles.
Now tie the end of the backing to the reel and put it all back on.
Its the easiest way of getting the correct ammount of backing.
Put a braided loop on the end and attach a leader and you are ready to fish.
Pm me if you need any other help.....Dave