Inside that shuttle, you should have a long skinny bobbin. Are you wanting to know how to wind thread onto it? If so, remove the long skinny bobbin from the shuttle, do you see that funny looking apparatus over by the belt? The skinny bobbin mounts in between those moveable parts. My machine is slightly different but you basically set up a spool of thread on top of the machine, bring the thread end down to the skinny bobbin and put the end under one of the bobbin ends. On your machine I think the belt runs the bobbin winder to fill the bobbin. On my treadle you tilt the apparatus until it makes intact with the hand wheel. On yours it might make contact with the belt?
after the bobbin is full you remove it and slip it down into the shuttle. The thread comes out through the side slit and you pull it upwards until it goes under the piece that has the little screw in it. If the thread won't pull up the slit in the bobbin side you have the skinny bobbin inserted wrong, turn it over and try again. This is how my shuttle bobbin is threaded on my machine that is a little different. Maybe one of antique machine experts will give you some pointers. You might want to re-post in the Antique Sewing machine section.