The nipple screws onto the spoke in the same way a nut screws onto a bolt.
If you are looking down the spoke from the rim toward the hub, turn the nipple clockwise to tighten it.
***A word of caution***
Continuing to "refurbish" this bicycle could get you hooked on an insatiable desire to ride and work on bikes. (My wife is so very tired of seeing me tinker on my bikes.)