On my Pfaff, there is a small notch in the bobbin that has to match a little sticking out thingy on the winder. I know if I do not have them hooked together, it can look as if the bobbin is fitting right but it isn't and the bobbin won't wind.
Look close to see the notches! I generally put the bobbin on the winding spool and turn it until the two parts click into place. Definitely can hear it.