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OK, so I am just coming back to Warhammer 40K after a while, so I am new to the new rules regarding detachments. For example, I want to have an army mainly consisting of Imperial Guard, but with a small force of Space Wolves on the side ( In the same army). I also want my warlord to be in the Space Wolves "detachment". Can someone explain how I can make this work/how it does work while following the new rules with 7th edition? Thanks!

Hi there, try this for the general confusion about detachments and how they work.

For a full list of detatchemnts and formations, I've found this very helpful.
http://bloodofkittens.com/detachment-compendium/
And formations:
http://bloodofkittens.com/formation-compendium/
Your questions seems pretty easy though
Your warlord has to come from your primary detachment - lets say a combined arms detachment (CAD) - the HQ and 2 troops setup you probably remember. You can also take as many combined arms detachments as you want. So in your case, I'd probably go with:
Space wolves CAD with warlord
IG CAD

Hope that helps!

Also if you wanted small you could take the Champion's of Fenris supplement as their Force organization is 1 or 2 Hq's (I can't remember off the top of my head) and 2 elites. The elites have some good options to take for this or some cheap things to take just to meet the requirements.

Detachments are actually surprisingly easy once you learn to forget the old way of army building and read the whole section in the rulebook again.

A Battle-Forged army consists of one or more Detachments. Every model must be in exactly one Detachment.

There are plenty of different types of Detachments out there, like the two in the rulebook which are available to any army (assuming they can fill the minimum requirements - some Factions like Inquisition, Imperial Knights and Skitarii can't, for example). Most (all?) 7th edition codices have their own Detachment types.

Formations are a special type of Detachment, the main differences being that they have specific units rather than an FOC, and can be used in an Unbound army.

For your example, your IG (or AM, more correctly nowadays) can be taken as a Combined Arms Detachment, also known as a CAD. To add Space Wolves top your army, you could either use another CAD, an Allied Detachment, or one of the Space Wolves' unique Detachments.