You have to make a coil bobbin, with an inside shape that fits your transformer core exactly. They are usually made from phenolic sheeting, you could try thin fibreglass sheeting like that used in PCB boards, without the copper foil, of course. Commercial bobbins are often one piece moulded plastic, something you could salvage from an old transformer. Not found in your average hardware store.
The only useful part you *can* find in a hardware store is a lump of wood that fits into your bobbin, this requires a central hole, where a long bolt or allthread fits through, to hold the bobbin assembly to your hand drill coil winding machine. Winding a primary coil by hand is *very* tedious.
If you do use a salvaged transformer for parts, do count the number of turns of a winding ( any winding) that you *know* what voltage it produced. This gives you a turns/Volt ratio for that particular core which you can rework later for the voltages you want to wind your transformer for.
If you are thinking of high voltages you *must* use inter layer insulation, very thin mylar sheet is useful. Also, do keep the primary and secondary windings well insulated and isolated from each other, especially if you have mains voltages in one.
have fun
Klaus