TF,
You start with a bunch of barbs, with the tips aligned, by either cutting or tearing away from the stem.
You could then carefully 'roll' these together, a bit like rolling up a sheet of paper, to form a single narrow wing, but in practice the approach tends to be to fold, and re-fold the section to end up with a single narrow wing.
Rolled wings are most often made from the flank feathers of a duck species, but as shown in the A10 other feathers can be used.
Cheers,
Hans W