Spread a thin layer of paint out on your palette with a palette knife, charge the roller with paint and go for it!
Step 1: Techniques for Making the Roller Designs
There are several techniques for making the rollers. You can carve into the plastic sleeve itself with a Dremel tool. You can also glue things to the surface.
I sometimes use acrylic gel, or modeling paste, for sticking things like string to the surface of the PVC sleeves. Clear PVC cement works well for sticking down shapes cut from Nagahyde upholstery vinyl. For precise gluing with the PVC cement I sometimes use a hypodermic syringe without the needle. The solvent in the cement eventually damages the syringe, but it is good for a while.
Check out the pictures for ideas as to what is possible.
Step 2: Beginner's Roller Handle
Sections of 1 1/4" PVC pipe fit on the standard paint roller handles. In this step, you see how I made a quick dremel-carved sleeve. After penciling the design on the sleeve, I held it in a vise while carving.