I am going to be fishing a lake where I have been told that small 18-20's sized nymphs and chronimids fished under an indicator work well. I have never fished like this. I won a Rio 5WT. Nymph line in a Charity Auction at a fly show and have rigged that to a fast action 4 wt rod & appropriate reel. This Rio Nymph line terminates in a 6-8 inch looped section of Bight Orange, high floating Indicator tip. My question is what do I now attach to this loop to start a leader for fishing a lake? Also, can someone please recommend a leader construction. Was told a two-fly rig is good. What is that all about?

Thanks for any help and suggestions.