I've used them on the wheels of the carriage cake and the plaque on the present cake.
First, you tint some fondant with colour.
I use Wilton gel colours. Use a little toothpick to transfer the colour. Knead the fondant till the colour is uniform.
Take a small ball of fondant. Roll it into hotdog shape. Use a small rolling pin to roll it flat. Then trim the sides.
Roll it up. Make sure to slant it just slightly as you roll it. For the tiny rose that I made, I only need half of that length. Then use your finders to slightly open the folds.
Another method, my prefered method, involves folding the fondant strip prior to rolling. The resultant rose has more rounded edges. In my opinion, a softer, more gentle look.
So, which one do you prefer?