The rolls go hard up against one end of the spindle. Looking at the front of the printer, the roll edge is on the right side and then what ever width to the left, see your manual. Then, it will tell you if it's not loaded right!
If it's getting an image centred on the roll i.e. same margins left & right, you need to set up your "page size" in say photoshop etc first and then place your image in the centre of the page.So with say 36 inch roll, you could set up a page 34inches wide and have a 1 inch margin on the left and right. You would also have to include "white space" in your page set up so the printer knows where to cut the roll. Otherwise it will probably only leave a small default margin. Also take look at the margins info in the manual as there are a few options there.
Good luck with the new printer...mine is really great!