There are many ways to have more than one clause in a sentence. There are two basic categories though, coordinate clauses and subordinate clauses. Coordinate clauses follow the same structure as simple sentences, in other words they follow the V2 rule where the verb is in the second position. They are also considered independent pieces of the sentence. A common way adding a coordinate clause is with a coordinating conjunction. There is a short list of these conjunctions, including und, aber, sondern, oder and denn. A subordinate clause is considered part of another clause and follows a different rule, the VF (verb final) rule where the verb is placed last. One way of adding a subordinate clause is with a subordinating conjunction. There are a lot more of these so I won't list them, but weil is an example. So when you include a clause starting with weil, the finite verb (in your case will) is put at the end of the sentence. Note that denn and weil have about the same meaning, but denn is a coordinating conjunction. So
Ich muss meine Hausaufgaben jetzt machen, denn ich will später ins Kino gehen.
Another difference between subordinate clauses and coordinate clauses is that subordinate clauses can be moved around within the clause they're a part of, though in practice they usually go at the beginning or the end. So
Weil ich später ins Kino gehen will, muss ich meine Hausaufgaben jetzt machen.
is also correct. The subordinate clause is part of the main clause, and since it comes first it's in the first position. That means that the verb in the main claus, muss, must come right after the comma. On the other hand, coordinate clauses can't be moved around like this, so
Denn ich will später ins Kino gehen, ich muss meine Hausaufgaben jetzt machen.