Jump Rings are used to connect all beads and connections. You begin with winding as many rings you wish with your round nose pliers. Cut each ring to make a jump ring. Be sure to use your jewelry file #2 to file the edges flat and tidy. This makes the jump ring look more professional and you will not have edges to make problems later in your completed piece. You should never feel a rough edge on your wire work beads or connections. Use steel wool for fine sanding of your tool marks. The more you do wirework the less tool marks you will have.
You may want to use a jewelry file to cut all of the jump rings at one time and make a great edge while doing so.
Never open your jump ring -- bend it open with your flat nose pliers.
Note the perfect jump ring at the top of the page. This is a cured finished jump ring ready to use. To attach the jump ring to a component you need to open it correctly.
Opening the jump ring correctly allows you to add the jump ring to your piece and keep its correct round shape. Opening incorrectly creates a ring that looses its shape and needs to be reshaped for a connection. Here the left jump ring was opened. The jump ring on the right was done using the flat nose pliers - bend open and bend closed. 
Always cure a finished jump ring and connections. If you do not do this your piece will begin to loose its shape and even come apart. For heavy beads use a double jump ring connection. That means use 2 jump rings between your beads.
Rules to remember while working with wire!
Always use the correct tool for what you are working on -- Use your fingers to move the wire while bending and your tool to hold your bead or component -- Always cover the top of your wire when cutting off an end for your and others safety -- remember that your fingers will be sore when you begin wire work for the first time and don't give up.
You will find Beginning Wire Work Books in the library or check into my on line store for "The Complete Idiots Guide to Beading" This book shows simple ways to work with wire.