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!