All you need to do is cut a hole on the bottom of the bottle, approximately 1cm diameter (depending on the diameter of the bamboo cane, if it's thicker, the hole needs to be bigger, and so on). On some bottles the plastic is difficult to cut as it can be really thick in places. If this is too difficult to cut, you may find it easier to cut off the whole bottom section around the edge, then place adhesive tape across the bottom gap, leaving a 1cm gap in the centre, in effect creating a false bottom.
Cut three slits into the side of the bottle, taking care that they are evenly spaced. Now for each one cut along from the end of the slit, making a flap which you need to pull out and make a crease so that it will stay out. Do this for all three, resulting in three flaps which catch the wind as it spins.