If this is your first time veneering, here are my suggestions:
1. Review several methods
2. Choose at least 2 methods of edge-jointing with which to experiment.
3. Experiment on scraps of MDF (if that is your substrate), edge jointing with both methods (you will need to flatten the veneer first). These do not have to be large pieces (maybe a joint that is 12” long). If you don’t want to use the veneer you have, go get some more just to experiment with.
4. Whichever method of edge jointing you use, be certain to flatten your veneer first (this only has to be done for solid wood veneer). It is pointless to try to use solid veneer unless you flatten it first. Use the glycerin/alcohol mixture mentioned in this link
http://thewoodwhisperer.com/?p=137

Here are two methods. If you do an online search for “edge-jointing” and “veneer” you may find much more.

http://members.aol.com/woodinfo1/venjoint.htm

http://www.joewoodworker.com/docs/seams.pdf

Using solid veneer can be more challenging than paper-backed, but you can get outstanding results with a little patience and practice.

For glue, I use the hot iron method using yellow woodworkers glue. There is a new glue out just for this purpose, but I have not tried it yet.