It's been a long time since I've launched any rockets, but the way I did it was tape them end to end. So you have one engine with the nozzle side clear, and another taped with the nozzle side to the open end of the first engine. When the first engine burns through the thrust phase and fires off the ejection charge it will light the next engine in the series. You can rig them up to fall off once they light the next one, but that depends on the design of the rocket. Some multi-stage rockets have fin sections that fall off with the engine, so for example a 3 stage rocket would have 3 sets of fins on it, and the last one stays on the rocket. Since the engines burn through completely leaving just a hollow tube, you could probably get away with them staying on, but that may cause balance issues since the thrust is now originating from higher up the rocket. Anyway, hope that helps you some.