It will depend on how it was done previously.
You will probably need to put a 'U' shaped section of thin sheet insulation material into each slot of the stator.
Then wind rectangular coils that can be knocked into the 'U' slots progressively until all the coils are in place. If you can get copper wire with thermal setting insulation, you can heat the winding to glue it in place once you are happy with the windings.
As @Baluncore explained it depends on how it was done previously. However, I'll like to share some points. Usually, enamelled copper wire is used with the alternator. You simply need some sort of insulation paper or clothes for this purpose. You can use any of the following:
Electrical Insulation Fiber Paper Fish Paper This usually comes in the size 20" x 20" x .01"