Check out this video from Wildfly Productions and Due South Outfitters outlining everything you need to know to set up a nymph rig. There’s many different ways to set up your rig, but this video does a great job of outlining the basics. Check it out!
Nice video, Patrick. However, the knot that you used to attach the leader to the fly line is called a girth hitch and it NOT the know you want to use for that connection. A girth hitch will tighten against the fly line and cut into the fly line’s coating. This will greatly weaken the line.
The proper knot to use is the Loop-to-loop knot (also known as a square knot). You can learn it here: https://www.google.com/search?q=loop+to+loop+knot&rlz=1C5CHFA_enUS725US725&oq=loop+to+loop+knot&aqs=chrome..69i57j0i512l4j0i22i30l5.6272j0j7&sourceid=chrome&ie=UTF-8#kpvalbx=_sRaoYa3LCd-IjLsPgsGbkAY25