You may have seen a quilling design for which you might use a dowel. A dowel is, basically, any object around which quillers can make Ring Coils. Dowels can be any shape but are usually cylindrical so lots of objects found around the home may be used as dowels.
You can also buy sets of wooden dowels from JJ Quilling Design http://www.jjquilling.co.uk/Accessories/Quilling-Plus-items
You can also buy wooden ‘courons’ from lace-makers’ supplies – or make your own dowels from 10mm wide strips in useful sizes (marked and ready to use when required).
I notice that my students all like to use dowels for their Ring Coils, even if only to start them off. Personally, I prefer simply to make a ring of the required diameter, just using my fingers, sticking an end to make a ring and then continuing to roll like that.
It’s whatever you find easiest, really.
P.S. Have you joined The Quilling Guild yet? http://www.quilling-guild.co.uk – magazines on quilling, a members’ blog, an annual Display of Quilling with international contributors, local workshops, the opportunity to become an accredited quiller, the chance to find out how to do things.