It is programmed by controlling the machine via keyboard, the program then remembers the key strokes in a file and can repeat what you made as many time as needed.
Some details here :
https://sites.google.com/site/reukpower/projects/parallel-port

All Steps Viewing
View all steps of an Instructable on the same page when you're a Pro Member.
How thick of wire can you use?
Have you tried using straight steel welding rods, bull wire is quite soft and easily straightened by stretching between two clamps with just enough pull until you can feel it start to stretch.
you could straighten about 3-4 mtr of bull wire and allow the machine to pull it in through the rollers of some sort of flat table (a length of angle iron mounted so you have long v channel would help keep the wire straight. You would be limited by how much load the motor would drag before the load effects the accuracy of the machine. ( my plotter works on this principle and is limited to 1m long sheets)
by using straight pieces of wire the machine could probably tackle thicker wire, you would probably find that 1m lengths of wire would be long enough for most of the things you want to duplicate.