Thread one or more beads onto it, then form a loop. This loop can be a simple loop or a pigtail loop, and it will allow you to attach your assembly to your jewelry.
Use a 3-in-1 plier to form loops with nails. If you don't have one, use a round-nose plier and a cutting plier.
When choosing a crimp bead, keep in mind that the thread will be threaded through the bead twice. You'll therefore need a bead with an inner diameter slightly larger than twice the diameter of your thread.
The crimp cap should be larger than your crimp bead—about 1 or 2 mm larger. So for a 3-mm crimp bead, choose a 4-mm crimp cap.