They have a winder sort of built in. It is located just to the front of the main wheel. You locate the bobbin on it, threaded through a couple of thread guides, and then push the winder's little wheel so that it is touching the main wheel. As the main wheel goes round, it rotates the winder's little wheel, and the bobbin turns and gets wound.
Sorry, not good with technical terms, but I hope you get the picture.