They might be using self-bonding wire, with comes with a layer of
thermosetting adhesive on top of the enamel; you wind the coil, then
run a carefully calculated current through the coil to get it hot
enough to set the adhesive,then take it out of the bobbin - the
application notes specify the kind of bobbin materials you can get
away with and the sort of release agents you have to use on the bobbin
so that you can take it out of the bobbin.
Most of the people I've talked with who have built self-supporting
coils didn't know about self-bonding wire and used slow-setting epoxy
resin. Here's the first useful web-site that I found with a quick
google.
http://www.mwswire.com/bond1.htm
