Hand rolling with individual cigarette papers is the same as it has been for the last 150 years or longer. The paper is held lengthwise between the fingers of both hands, with the gum up on the more distant side. A ‘U’ shaped trough is created, and held by the fingers of one hand, while the tobacco shred is piled and distributed along the trough. The gum edge should now be at the top, inside the surface of the trough that faces you. It is licked, and the trough gently closed into a tight cylinder. This takes a bit of practice, though not much, If you are not concerned about having a perfectly cylindrical cigarette, one or both ends can be tapered, and glued that way with the gummed edge. Search the Web for “hand roll cigarette” for videos.
Although it is possible to hand-roll a cigarette with a separately inserted filter at the head, filter cigarettes are usually made using pre-manufactured “tubes” that already include a filter. A cigarette stuffer (entirely mechanical or an electrified one) pushes a pre-measured quantity of your shred into the foot end of the tube, and against the interior surface of the filter.
A third option is a sliding mat or rolling mat type of manual cigarette roller (based on the Lieberman cigar rolling device). These can easily accommodate a separate filter and use standard cigarette papers. They come in simple, cheap, plastic, all the way to elaborate, hand-crafted devices more suitable for a coffee table.