I am given a prime $p$ and another number $k$ ($k$ is likely a power of $2$). I want an efficient algorithm to find the $k$th root of unity in the field $\mathbb{F}_p$. Can someone tell me how to do this?

Presumably, you are assuming that $k$ divides $p1$, so that there is effectively a primitive $k$th root of unity in ${\bf F}_p$, even $\phi(k)$ of them ($\phi$ is Euler's totient function). The simplest method I know to get your hand on one is as follows. A. Factor $k=\ell_1^{n_1}\dots \ell_r^{n_r}$ as a product of distinct prime numbers with exponents. B. For every $i=1,\dots,r$, do the following: Take a random element $x$ in ${\bf F}_p$ and compute $x^{(p1)/\ell_i}$ in $F_p$, until the result is different from $1$. Then set $a_i=x^{(p1)/\ell_i^{n_i}}$. C. Set $a=a_1 a_2\cdots a_r$. This is a primitive $k$th root of unity in ${\bf F}_p$. In practice, $k$ should be a power of $2$, $k=2^n$, so that $r=1$ and you only have to repeat step B once. 

