I love quilling - its a very unique way to decorate your cake. I haven't done anything that has large decorations on it as I like tiny quilled pieces.
What I do is run gumpaste through a KA pasta roller to a 4 or 5; use the thin plastic strip cutters to create even strips; place the strips under plastic; use a quilling tool made for paper quilling (super cheap at the craft store); insert the very end of one of the gumpaste strips in the quilling tool and twirl away. I'll usually tape my design to the counter, place parchment over the design, and use that as my guide.
As a previous poster mentioned, there are a lot of great books (and websites) on quilling to give you ideas for designs. The technique for using with gumpaste is almost exact as using with paper, except you use gumglue to adhere your designs where needed.
Here is one of our wedding cakes where all the decorations are quilled including the fan topper: