The strings won't roll properly when loose, so roll the closed part of the curtain onto the geared drum to put it in. Make shure the cocking wheel is in the cocked and B position (B is not necessary but may make adjustments easier).

The second curtain (which is the first to assemble as shown here) is rolled up slightly too far in this picture. It still has to be slackened 1 or 2 teeth.