Must be an o-ring chain.
First, you want to be sure you've got the right amount of links before you join anything. If you didn't change sprocket sizes then you probably want the same number of links. If you did change sprocket sizes or you want to be sure, you need the wheel in and adjusters 3/4 the way in. Wrap the full chain tight around everything to see if you need to remove any links.
Remove all the gaurds to get plenty of room. Then, with the wheel in you should have enough slack to install the master. You will likely need a $70 chain press if you have a decent master link. The riveted links are way stronger.
You can join the chain without the wheel in, but I do in it for piece of mind. The chain just shouldn't be under extraneous tension when you join it. I use the rear sprocket to hold the loose ends together. You can just slip the master through, then roll to an open area to press it...