A friend emailed me with this question, so I thought I’d share my answer with everyone.
Take the end of the thread from your spool that is sitting on the thread-holding contraption (that feeds the thread to the needle).
Instead of taking it through the machine to the needle, take it to the little thread guide at the far right hand side of the table.
Thread it through the little hole in the thread guide, then back, over and around the tension discs so the thread slips between them. The thread should be travelling from above, down the back of the tension discs and back towards you from underneath.
Then take the end of the same thread to the bobbin, which you will have placed on the bobbin winder at the near right hand side of the machine/table. Wind it from below, up and over a few times.
Push the bobbin winder down so it clicks into place onto the machine belt.
At this point, MAKE SURE THE FOOT OF THE MACHINE IS IN THE UP POSITION, or the feed dogs will wear away the bottom of your machine foot. Which is not desirable.
Turn the machine on, and press the treadle. The bobbin winder should wind away merrily until the bobbin is full, at which point the winder will pop back up away from the machine belt.
Snip the thread, remove the bobbin from the winder, and you have a nice full bobbin to use.