You use the forceps to grasp the string tightly. You can then pull on it and lock it in the notch in the plastic spool easily. Using just your fingers, it's very difficult to keep enough tension on the string and still lock it on the spool.
If you're not familiar with forceps, they're like a narrow jaw pliers, but they lock. A common medical instrument. Often for sale at flea markets but your doctor may have some old ones to give away.