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You can change between two notes by picking them separately, but if the first note is higher than the second in pitch, you can play what's called a pull-off.
A pull-off will make the transition between two notes smoother, which will make your playing sound more fluent.
This video lesson shows you how to perform pull-offs correctly and provides you with two examples to try for yourself.
These examples come with free tab.
If you want more guitar basics lessons you should check out our lessons on hammer-ons, fretting correctly, playing open chords and how to use your amp.