Torch the wick till it glows white. As for the wire, you don't need to do anything to it except wrap it around the wick (you can very lightly torch it to take out some of the springiness out of it if you want). How many times you wrap it depends on the size of the wire vs. how many ohms you want for the end result. ex.: if you have 3mm silica wick and 32awg kanthal wire; you can wrap it 4-5 times and it should give you somewhere between 1.8-2.2 ohms.