A spline roller makes it easier to insert to spline into the screen frame.
It has two steel rollers on a wooden handle. Like a pizza cutter. One roller is convex and is used to crease the screen into the groove. The other side is concave and used to press the spline into the groove on the screen frame.
When I replaced my first screen I did it without a screen roller. I just used the back of my utility knife to push the spline in. After I was satisfied with the quality of the screening I decided to replace all the screens in my home. Using a screen roller made the job go a lot quicker and easier.