You need to keep the twisted yarn under tension while you spin by putting it on some sort of bobbin (the drop spindle will work great)
Once you have spun all your roving, remove the yarn (keeping it under tension) to a niddy-noddy of some type. You can buy a NN if you want, but what I used when I first started was a metal hanger bent into a square. Another simple way to skein off your yarn is wrapping it between your elbow and hand.
Once it is all skeined off, tie it loosely in at least 4 places to keep it from becoming a tangled mess.
Fill a sink with warm, soapy water. Place your skein in it, let it soak for 5-10 minutes then swish it around. This not only helps set the twist but removes any dirt that has accumulated during spinning.
Drain the sink and refill with warm, clear water to rinse your skein.
Remove from water and squeeze (don't twist) the water out. At this point some spinners 'thwack' the yarn on a counter. I don't. I go outside and swing the skein in a circle. This helps not only to remove more water, but helps redistribute the twist. I hold the skein in various places when swinging it.
Then, hang it up and let it dry. Some folks weight their yarns to dry, but I don't like doing this. Yes, if the yarn is overtwisted, this will make it hang straight. Once it is knitted/crocheted/woven and the yarn has gotten wet again, it will kink up to however it was before you weighted the skein.
Better to leave the skein unweighted while it is drying and work with the 'energized' yarn in its natural state.