In order to join a unit an independent character simply has to move within the 2" coherency distance of the unit during his movement phase. Note that if an independent character joins a unit which has special abilities such as infiltrators, jump pack troops, cavalry etc., he does 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 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!
Errata — Chapter Approved: Main Rules Clarifications (v2.0): If a character is within 2" or less of two or more squads, he must designate which, if either, he is in, although he may change the designation from turn to turn.
Errata — Chapter Approved: Main Rules Clarifications (v2.0): An Independent Character within 2" of a squad is not automatically part of it, you must state that he joins it during the Movement phase (and only the Movement phase).
Errata — Chapter Approved: Main Rules Clarifications (v2.0): Only vehicle characters (ie, Master of the Ravenwing) can join vehicle units.
Errata — Chapter Approved: Main Rules Clarifications (v2.0): 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.