I believe that these pictures are from the early 1960's. Setting in rollers is quite easy. With very little practice you'll be a pro. After neatly parting off a lock no longer and no wider than the curler, comb it smooth, holding it out in the opposite direction you will be winding the curler. Holding the lock by the end, fold it over the roller and tuck it in with a finger as you wind it up and anchor it.
Wet hair is much easier to set.
If you use a setting lotion, it is even easier. Notice the angle the hairdresser is holding the tress. When the roller is wrapped up, it will be anchored on top of the roots of the lock. Notice how the rollers are clipped together. It helps a lot to be neat and to carefully part off each lock.