RAW cones are pre-rolled, so there is no rolling needed. Fill the cone evenly, pack it gently as you go, and twist the tip to close.
In a pinch, you can also make your own cone with a RAW paper and a filter tip. Place the tip at one end of the paper, shape the paper into a cone, then seal the gumline once the shape feels right. After that, fill it from the open end, pack it gently in small layers, and twist the tip closed when finished.