There has to be a convenient mechanism to remove the blood from the body and return it to the body after passing through the artificial kidney. For this, an "access" is created. An access can be of different types. An Arteriovenous Fistula is thought to be the best form of access. A small surgery is required for this to be done. The fistula is usually ready within a few weeks of the surgery.
Temporary accesses such as shunts or jugular catheters are used when dialysis needs to be started immediately.
Here is a picture of how your arm might look like after you have got a fistula made:
