Insert the center pin. Trap the wire between the center pin and the insulator. This is your positive, or hot, wire.
Clip off the wires, and remove the mandrel.
Top view.
The wick. A small piece of cotton from a cotton ball. I boiled mine first, a big handful of them. But one cotton ball will rewick many, many atty's, as it takes very little.
Gently pull the cotton straight apart, until it's a little fatter than the diameter of your coil. Wet your finger, and point one end to thread it through the coil.