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Use tape or clay to hold the battery in place on a flat surface like a tabletop or desk. This will allow you to connect it to the coil without having to hold it with your hands. Make sure the battery is laying on its side so that you can easily reach both terminals. Use wire strippers to remove the insulation on either end of the wire, but only one half of the insulation, such that the bare wire will be connected to the circuit only half the time. These leads will connect to the battery and allow current to flow through the coil. If you sand the wire all the way around, the wire will heat up or move back and forth, and the motor will not work. A needle makes the perfect holder for the wire leads. Insert each end into the eye of a separate needle. You can also bend two paper clips (one for each side) to make a holder. Once you have the wire in both needles, it's time to hook your wire up to the battery. Tape one needle to the positive side of the battery (marked with a "+"). Tape the other needle to the negative side of the battery (marked with a "-"). Be sure the needles are pointing with the sharp end down toward the battery and the eye at the top holding the coil. Do not let either needle touch both sides of the battery. Once both leads are connected, there will be an electric current running through the needles and the wire. It is best to use rubber or insulated gloves for this step.

Summary:
Secure the battery. Strip the ends of the coil wire. Slide each end through the eye of a needle. Tape the needles to the battery terminals.