As I'm preparing the weaving workshop for bow loom weaving that I'll be doing on the weekend, one of the points is "preparing your weft yarn". Now, for a small piece like a band, there's several ways to do this, depending on what you want and how much you mind adding in a new bit of weft. You can just take a length of yarn and use that, no winding, no nothing.
If you want a lot of yarn for use in one go, you can wind a shuttle. The simplest of these is the humble, but glorious, stick shuttle. Any stick in a length and thickness that suits you and your weaving will do, and you wind the yarn around it, and that's it.
Third option, somewhere inbetween: The yarn butterfly. There are several ways to wind yarn into a butterfly, and the simplest one is wrapping some yarn around your fingers and then wrapping the end around the middle of that mini-skein. That, however, tends to come undone. With a tiny little different way of winding, however, you can have a butterfly bobbin that you can pull more yarn from, which does not come undone, and which will serve beautifully in a lot of instances (not only when weaving).
Nancy explains this very nicely on YouTube: