Most of the time, threading a sewing machine is as easy as following the guides. Keep in mind there is one way to thread the sewing machine so you can wind a bobbin, and another way to thread the sewing machine so you can sew. Some machines nowadays also have a needle threader. That makes it so much easier to thread the needle! Then you simply pull the thread to the back. You want to leave a generous tail. If you have ever started to sew only to lose the threads, here are some tips that may help.
Always leave the needle in the highest position possible.
Leave long tails when you thread the sewing machine.
When you start to sew, hold on to those tails. Don't pull them. Just hold for a moment.
It should be smooth sailing after that. If you have a sewing machine like this Brother XR3240, most likely you won't need to worry about that. If you use the automatic needle-up button, you will have the needle as high as it will go.