What you seek is called Modulation.
The II-V-I your jazz friend told you about is pretty easy. It's really common in jazz. First you need to establish that you are in E minor, so you'll need to play something like II - V - I in E minor and then II - V - I in A minor. That's that. As you can see here for the song Nostalgia in Times Square by Charles Mingus. On bars 9,10,11 he changes keys just by playing the II - V - I of the new key (on the first two II- V -I he is omitting the I).
But if you want to make it sound better you could try two ways:
- Find a common chord.
The chords of E minor are:
I:Emin
II:F#dim
III:Gmaj
IV:Amin
V:Bmin
VI:Cmaj
VII:Dmaj
The chords of A minor are:
I:Amin
II:Bdim
III:Cmaj
IV:Dmin
V:Emin
VI:Fmaj
VIIGmaj
As you can see, the IV of E minor is a A minor, which the I of A minor.
So what you could do is:
Eminor:I- IV-V - I (so that you establish that you are in E minor) and then I - IV (here, as I said, the IV,which is A minor, can be used as the I of theA minor scale).
-- The italic progressions are on the A minor scale
So we have I - IV - V - I - IV (I) IV V I
And the chords would be: Em, Am, Bm, Em, Am, Dm, Em, Am.
And you could do the same to go back to Eminor scale or whichever other scale has a common chord with the scale you currently play.
- You could change the scales chromatically. Which means you play a chord and then you change some notes chromatically and it becomes a different chord. For instance:
The VII of E minor scale is Dmaj and the IV of A minor scale is Dmin. So you could play:
I - IV- V -I - IV - VII and then on the VII lower the third (F#) chromatically and you get F natural. And the chord would be Dminor, which is the IV of A minor. So you'll have:
I - IV- V -I - IV - VII - IV - V - I
The second one might not sound really good at you at first. The chords I chose might not be the best example, but both of the above methods I mentioned are acceptable
Τhere is also another way where you find harmonic chords. Like when you play G# major you could say it's Ab major and then continue to play like you are on Ab major. But I'm not 100% how to explain that, I'll just confuse you further.