I would simply say "穿线", you don't need to say much because the picture already shows how to put on the string.
or you can say "穿上一根线".
I wouldn't use "绳子” because the string is not so thick, I use "绳子” only if it's a rope.
I wouldn't use "丝线” because I can't see if the string is made of silk or not. but in my imagination 丝线 is very thin.