In order to join a unit an independent character simply has to move within the 2" coherency distance of the unit during their movement phase. Note that if an independent character joins a unit which has special abilities such as infiltrators, jump pack troops, cavalry etc. they do not gain any of the abilities of the unit.
An independent character may leave a unit during the movement phase by moving out of coherency distance with it. An independent Character cannot leave a unit they join, which subsequently falls back, until it regroups. Therefore, if the unit can't regroup, the character can't leave it. If an Independent Character has joined a unit, which later falls back, and is subsequently eliminated (by shooting, for example), the character can then test for regrouping by himself.
An independent character may only join or leave a unit during the movement phase - once assaults are launched it is too late to join in or duck out!
It is permissible for an Independent Character to join a unit consisting of a single Wraithlord or Talos. Independent Characters may always join units with a normal (non-vehicle) profile, but they may not, however, join other Independent Characters.