This is a super simple project. All you need is a hair comb and embroidery floss. I had a pack of hair combs that I got at Walgreens a long time ago (Like 10 or 12 combs for $4- they still have them). Vintage embroidery floss from forever ago.
You wrap your floss between the comb teeth. You start wrapping the way you do each time you switch a color, start in the back and pull through the front. Hold the floss to the back while you do your first pull-through. When you come back around and pull through again, you'll have secured the end of the floss. Check the photos for specifics and how to end the wrapping.