Do the cable front (CF) like this: slip 6 stitches (yarn overs do count as a stitch) on the cable needle and hold in front, (sl1, yo, K2tog) twice from left needle, then put the six stitches you slipped onto the cable needle back on the left needle and (sl1, yo, K2tog) twice. You could just finish the CF from the cable needle, but it is much easier to do when you slip it back onto the needle.
This pattern is fun to knit, although it can be tricky to cable--don't cable too tightly, especially the double cable on row 11! Slip stitches purlwise with yarn in front. The yarn over will cross over the slipped stitch--don't worry because you will knit the slipped stitch and the yarn over together in the next row.
Brioche stitch is thick, warm, and soft. If you've never knitted brioche stitch, there is a great explanation on Cloudy Crochet.
Once you get the hang of it, brioche stitch has a nice rhythm to it: bring yarn under the right needle to the front and slip one stitch purl-wise, then bring yarn over the right needle to back (this is the yarn over) to knit 2 together. After you knit 2 together, you bring the yarn in front, slip a stitch, bring the yarn in back (or "yarn over") and knit 2 together. You are essentially winding the yarn around the right needle as you alternately slip 1 and then knit 2 together.