Pardon the novice questions.

I'm playing with my Subaru wiring loom.  I'm extending a wire which
appears to be a wire within a wire, probably for shielding from EMI as
the outside wire seems to connect to ground.

Can someone tell me how to extend a wire like that (and where to get
wire like that)?

Also, when soldering a wire, how exactly should the wires be joined?
Right now,
I'm twisting the wires together, then folding the twist back on one side
of the wire, then soldering that to hold it together.

Thanks for any and all info.

Without knowledge, but also without fear of failure(cause I fail a
lot:-)
...Markus