THe raw linseed will dry after some time but it's measured in months. The boiled linseed dries hard in a few days to a sticky consistency and dries hard after around a month.
No need to cook your own oil. It comes in both raw and boiled forms from better hardware stores. Or at least it USED to. You may need to go to a specialty wood working store that carries finishing supplies or a better paint store to find it these days. Some of the shops that pander to furniture re-finishing should have it. In any event do NOT try to cook your own oil at home. It involves care and the oil is raised to a point where a flash fire is a very real risk.
Another option that you won't hear much about is raw tung oil. It's actually an edible oil that is used by hobbyist woodworkers as a finish for salad and other food contact wood utensils. It dries to a stiff but relatively soft polymer after about a week or so of air contact. If you can't find the boiled linseed oil the raw tung would be a good option.
Walnut oil from a health food store is yet another nut oil that dries in air. I believe that you're looking more at a month or two for walnut oil to dry to a non sticky state. And what you don't use in wheel building goes nicely in a salad dressing..... I'd put a smilie in here but this is true.
Up here in Canada Lee Valley has the raw tung oil (it's NOT tasty in salads. It's edible but tastes terrible, I tried a fingertip's worth once). In the US you'd need to shop around but there was a company called Garret-Wade that used to have much the same lines as Lee Valley.