The simplest way to attach a pendant to a necklace is by putting a jump ring on it and looping it to a chain. This isn't the case, however, if the pendant or the element you want to hang as a pendant doesn't have a hole at the top. In these cases, there are several methods and special materials or "findings" you can use to attach the pendant to a chain or necklace cord.
Attach a prong bail to a pendant that has a hole drilled from the front to the back near the top of the pendant. The pendant shouldn't be too deep or you won't be able to stretch the bail far enough apart to attach it. Measure the length from the hole to the top edge of the pendant as well to get the right size bail.
Pry the two inner points of the bail apart just enough that it will clear the top of the pendant and align with each side of the hole, front and back. Apply a thin layer of epoxy glue or E6000 craft adhesive to the ends of the inner prongs that will be inserted into the holes.
Pinch the two inner prongs into the holes but take care not to warp or bend the bail anywhere else. Wipe away any excess glue that seeps out of the holes before it dries. Wait about one day for the glue to dry and feed the end of a necklace chain through the bail.
Attach a bead to a necklace as a pendant by feeding a head pin through the hole of the bead. This is a good way to turn a large bead into a pendant or "drop bead." Feed the head pin through the hole of the bead and let it drop to the bottom where it is held on by the flatted "head."
Use a pair of round-nose pliers to make a loop in the head pin right above the bead. See References for in-depth instructions on how to make a loop in a head pin. Before you close your loop, feed your chain or necklace cord through the loop.
Clip the excess wire from the loop with your wire cutters. Cut the wire close enough that there is no wire sticking out that could poke you while you wear the necklace.