I run mine up some twine/rope. Don't get hung up on what kind to use. Just pick something that you think can support a plant.
There are many pictures in this section of what other people are doing with their twine/rope setups.
For me, I like to wait until the bines are about 12-18" long before I train them to rope.
I train two bines per twine/rope.
I cut all the others back to the ground.
I select the strongest looking bine.
They curl clockwise around the string.
Some folks just let em do what they'd do naturally and it works.