First some photos to explain terms,

This is a small knitting loom with a thick wool sock growing on it. Behind it you can see the aborted grey jumper which will almost certainly never be finished.

This is a top weighted drop spindle with the rolag (twisted tube of fibre) which is being spun.

This is a bottom weighted Turkish spndle So I opened my parcel containing the top weighted drop spindle plus a selection of rovings (tubes of fibre ready for spinning but much neater than a rolag and the fibres run along the roving where they run across the rolag.)
Assembled the spindle, read the (not awfully helpful) instructions and then.....made it up. OK twist a bit of roving, attach it, spin spindle and... suddenly I have a very thick tube of twisted wool.
OK, read instructions again.
Attach a bit  of yarn and use that as a leader. twist the end of the roving into that and then spin.
Much easier.
Then...oh so THAT's what I missed; pinch the fibre just above the hook with the left hand while spinning. Don't let the spin travel anywhere. Then, drop spindle onto lap and grab the pinched bit with the right thumb and finger. Now pull left grip up into roving and draw it out (ie stretch the fibre tube out) and then let go the pinch and watch the twist run up the fibre. And that's how it's done.