If you turn the nipple, if the spoke twists instead of drawing up the spoke, that's wind up. You think you are tightening the spoke by a half-turn, but you really only get a quarter-turn or even less. It makes it hard to tension and true the wheel, and results in a weaker, less stable wheel. Fat spokes resist wind up better than skinny spokes. Spokes with fat threads and skinny midsections wind up the most.
I use an old fork as a truing stand, with a dial indicator. You can get a dial at Harbor Freight for $14, and it makes an old fork as accurate as any stand you can buy. It takes a little time to set up, but I've found that truing goes much faster with the dial, and I get excellent results. It also gives me a lot of confidence to ride the wheels for a while and then remeasure them to prove that they have remained stable. Sometimes I use a zip tie for an indicator because I can set it up faster, but only for wheels that don't need to be perfectly true.
Another advantage of using a fork is that it holds the wheel tightly enough that I can push the rim sideways with my thumb to take some tension off the spoke I'm working on. That is particularly useful when bringing a highly tensioned drive side spoke up to tension on a 10s wheel. You can't do that with most of the commercially available stands I've seen.