Splitting wires for newbies

I would recommend using inline wire splices. They are available at any auto parts store. Alternatively you can go the inexpensive and more compact (but more difficult) route. To be absolutely pedantic, NASA has a splicing guide, too. Some pictures follow.

Inline splices (option 1):

Manual wire joining (option 2):

If you need to remove your temporary connection, a tap splice might be better.

MULTICOMP - 878106 - QUICK SPLICE BLADE

The actual problem to be solved is this:

*Due to the location of where the ODB2 port is on my car (in the dash where the door opens), it'll be pretty difficult to close the door while the cable is plugged in.

so the first thing to do is to see whether the OBD2 connector can simply be uninstalled and relocated such that the above problem goes away, without any cable splitting or tapping.

Since there can be only one OBD2 terminal connected at a time, you don't actually solve any problem by splitting the connector. This is strictly for the sake of providing an additional connector in another place, which will never be used at the same time as the original connector.