There are two different ways of joining tank tracks together. The first is to staple the tracks together. While this may sound a little low tech, it is quick and easy and the staple is nearly invisible when the model is finished. In fact, many professional modellers use this simple method.
The second is to 'heat weld' the tracks together. To do this, heat a flat headed screw driver with a match or lighter and then press it down against the joined track. This will melt or 'weld' the ends together (this method is only to be carried out by adults or under the supervision of an adult).