Pull the head off by turning the inner hub counter clockwise while holding the outer head still. Once the inner head pops out, turn it over and look for the string rotation arrow. If you can't find the string winding directional arrow, start the trimmer and determine shaft rotation direction (generally counter clockwise) and wind the string in the same direction as the head rotates when installed.
Pull about 5 arm lengths of string out of a string spool and cut it off. Place the inner trimmer head on an object that will hold it while you pull the string to even lengths through the winding hole (the support brackets of a pickup truck tail gate work well for holding the inner head while doing this).
Begin wrapping the string double wraps in the proper direction, laying them evenly and closely to the previous wrap, working it back and forth as the string begins to build up. Avoid crossing the string over itself more than necessary, the string can weld itself together if the strands cross to awkwardly. Once the string is wound, hold the head with one hand and slide the string through the outer head holes, avoid letting the string come unwrapped.
Carefully place the inner head down into the outer header. Avoid letting the string get caught between the inner and outer head. Once the heads are together lock the inner head onto the outer head by turning it and locking the round knobs into the outer head slots.
You can trim the string or let the trimmer guard do it. If the string doesn't feed it is either wound the wrong way, tangled between the inner/outer head or welded to itself.