Your sewing machine will have a bobbin winder built into it. How it works of course depends on your sewing machine.
You can look at your sewing machine manual for instructions.
Although your sewing machine will have the ability to wind a bobbin, a free standing tool is a good idea.
It's not absolutely necessary, but as you become more familiar with sewing, you will want to make investments in tools that will make your sewing experience pleasant and without interruption.
A portable machine is handy because you don't have to stop, un-thread, and re-thread your sewing machine to fill a bobbin. It sounds like a small inconvenience, but for those of you that are new to the sewing craft, small inconveniences, turn into big ones quickly. Whether you are sewing for pleasure or for income, how much time you use doing small tasks such as these can be frustrating.
Below are some examples of what they look like, who makes them and how they work. Have a look, this can help you decide what you like or don't like about each one.
When I am working with fabric seams that are different colors, like the photo below, in this case yellow fabric on the bottom and red fabric on the top. I like to have yellow thread on the bottom in the bobbin and red thread in the spool for the top.
Instead of having to stop, take the thread off of my machine, and spin a bobbin with yellow thread, then re-thread the machine, I can use a portable machine and alleviate the hassle of re-threading.
You can find excellent tutorial for bobbin winding on Youtube.com to see how they work.
I hope this helps to inform you of how this handy machine can be a very helpful aspect to your sewing adventures, and how a stand alone winder can be very useful.