The Russian Join can be used on all sorts of yarn, animal and plant based. However if the yarn splits easily it won't work very well.
Here's both a video and photo tutorial of the process:
Thread the end of the working yarn through a tapestry needle and work the tail down onto itself in the working yarn. Try to keep it towards the center of the yarn and work for around 2 inches.
Before you pull the needle through pull the start of the new yarn through the loop created.
Now pull the needle all the way through and straighten out the double yarn strand.
Now do the same with the new yarn.
Pull the yarn flat, trim any loose ends and keep knitting. If the yarn you are using is very thick you may find that the Russian Join creates too big a lump in your knitting. In this case you can try splitting each end of yarn in half and cutting half of the yarn. This means that there is less bulk being woven through.
Why not give this technique a try in the following patterns: