(There's probably a better way to do this, but I've only been doing wirework for about over half a year and this is the way I found worked for me)
1. Bend the wire in half and pinch the middle with pliers but make sure there's a gap for the wires.
2.Place the wire on the other four (as shown in picture)
3. Make sure the wires are flat and take one side of the wire and bend it over the other four
4.Repeat with other end
5.Repeat until there's a long enough coil
For the one I had made before, I had made it so that the curl didn't have a hole in it, but it doesn't matter so much, just depends on how you prefer it