You can find step by step instructions on how to thread the New Home Model 532 sewing machine here on SewUSA.com.
You'll also find out how to take out the bobbin case, and wind thread on to the bobbin.
If you want more detailed instructions, you can always get your hands on an official manual.
Although the manual is not free, you can still find a copy for the New Home 532 sewing machine for purchase online for under £5 at SewingOnline.co.uk.
Alternatively, you can buy the manual as a PDF, PDF on a CD or a print copy from SewingManuals.com for a little bit less.
The manual really should have everything you need to know about your machine, and will guide you through the basic steps to help you get to know your New Home Model 532 sewing machine.