Sennie, you just wind the wire around the screwdriver I sent, install it on the atty (with the screwdriver still in it so that it holds it's shape. Then, pull a little bit of cotton off the ball and roll it between your fingers into a "string"....and roll a point on one end. You may want to trim any stray "hairs" off the pointed end. Then just remove the screwdriver, thread the cotton "thread" through the coil, pull it through until it just snugs up (you don't want it too tight....it needs room to expand) and trim the two ends. Saturate it, and you have a coil/wick.
If you want to re-wick the coil you already have on there, pull the cotton out with tweezers, dry burn the coil by hitting the button until the whole coil burns red. I "pulse" the button and blow on the coil once it gets hot....shortly it'll all burn red. Then thread a new piece of cotton through it, trim, saturate, and VOILA....new wick.
Jan