Winding a stem-wind watch: hold the watch and turn the crown clockwise, between finger and thumb, with short smooth strokes. Stop when you feel firm resistance. Do not force it past that point. A daily wind at the same time keeps the timekeeping most even.
How many turns? A fully run-down watch usually needs around 15–20 half-turns of the crown, but this varies by movement. Feeling for the stop matters more than counting. Do not worry about 'overwinding': a mainspring cannot be damaged by normal winding to the stop. A watch that 'won't wind' is usually a broken spring or a fault in the winding works, and needs a watchmaker.
Setting, type 1, pendant set: pull the crown out gently until it clicks, turn it to move the hands, then push it back in. This is typical of most Swiss and many American non-railway watches.
Setting, type 2, lever set: pulling the crown does nothing. Instead, open the front bezel or crystal and find a small lever at the edge of the dial, usually near the 1 or 11 position. Pull the lever out, turn the crown to set the hands, and push the lever back before closing the bezel. American railway-grade watches were required to be lever-set so they could not be knocked out of time by accident. Pulling hard on the crown of a lever-set watch can damage it.
Key-wind watches: open the back and the inner cover and find the winding square. Fit a key of the correct size and turn it gently until it stops. Many key-wind watches are set with the same key on a square at the centre of the hands, reached by opening the front. Turn this slowly, and only in the direction the watch allows. There is no reliable way to wind a key-wind watch without a key, so buy one of the correct size.
If the watch runs down fast or stops soon after winding, it probably needs cleaning, because old oil causes drag. Have it serviced rather than winding it harder.