You can attach the backing to the running (sometimes called shooting) line the way you would to a regular fly line, with a nail knot.
The shooting head has a small loop in the back. The running line should have a big loop in the front, so that you can attach the shooting head before you unroll it. This makes it easier to change heads, in my opinion. But not all running lines come with big loops. I know the Orvis lines do. With some running lines you have to make the loop yourself. Some people, however, add a small, loop-to-loop connector to the front of their running lines. This will work, but it will make it harder to change heads – you’ll have to unroll the head that pull the whole line through the small loop –