The first thing to do is to clean the metal with either sand paper or wire wool. This removes any oxidation or dirt.
Next, clamp the pieces you're going to solder in place and apply flux to the area you want to solder. This basically just creates a channel along which the solder can flow and allows it to adhere to the metal.
Next, start heating up the pieces with the blowtorch. You need to make sure the pieces are heated evenly, but it's basically just a case of heating them until they're hot enough for the solder to melt. This video shows the basic principal. Remember, these will be hot once you're done! Sounds obvious, but I've forgotten on more than a few occasions!
Here's the finished joint. You can clean it up with wire wool and polish it with metal polish like Brasso.