Half of this jig goes into a small bench vise for holding the mandrel, the other half goes over the top to use as the winding crank. Both sides use an insert to hold an appropriate size drill bit so that the non-fluted area on the shank can be used to wind the spring.
You'll need to use a spring mandrel calculator such as https://www.daycounter.com/Calculators/Springs/ to calculate what size drill to use for a given wire and spring finished size, which will probably result in some fussing with whatever design you're using a custom spring in, since your mandrel sizes will be limited by your available round-things stock.
Dimensions for the inserts are included in the PDF so that you can make whatever size you need on whatever CAD program. Tolerances are not particularly close, everything is more or less a loose fit except the vise side insert, which needs to be tight enough to clamp down on the mandrel.