Do you mean wind a bobbin, or put the bobbin in the machine?
To insert the bobbin: For most machines (including my Kenmore), hold the bobbin in your right hand, with the thread going over the top of the bobbin away from you. Holding the bobbin case in your left hand, insert the bobbin, then slide the thread into the slot as far as it will go. Put the case into it's space under the needle and wiggle until it locks into place. Holding the end of the thread that passes through the needle, rotate the wheel on the right side of the machine until the needle dips down and picks up the bobbin thread. Pull both threads to the back of the pressure foot and you're ready to sew.
Lee M-S, November 2008