While wool is traditionally spun, it is possible to twine if the staple is long enough. Long wool breeds like Teeswater sheep have longer fiber, which makes it easier to twine.

So it is entirely possible to make a yarn from wool without any tools but your hands. I twined this wool the same way I do other twining, by taking a small section of wool, twisting it in the middle to make two “legs”, the twisting the individual legs in one direction then twisting them together in the opposite direction. To add in more wool I lay the middle of the new piece between the two legs. Here is a simple video by Sally Pointer on how to twine.