All I did was took the two ends (making sure it was not twisted) and sewed them together. Simple as that.
On a side note: I learned how to knit on a machine in design school, but the knitting machine I have is very old and needs a little TLC before I can use it. So alternatively, I learned how to knit by hand the other day, so maybe I will be able to make my own scarf like this! 

