Washing strips oil and dirt off of your scalp and out of your hair. If you don't wash your hair, it gets dirty and oily. Dirty hair doesn't lock up well. Plus washing tangles hair if you don't finger comb it while washing. If you've ever had to brush or comb your hair after washing it, just letting those tangles go would form locks.
And as for tying them up... Do you mean wrapping them in hemp? That's fine. There are a few ways to do this. Ixchel posted a video describing a few of them. For baby locks, open wraps help locking. Closed wraps tend to prevent locking.
Welcome if you're just starting and used wax, then you have to start over. Wax is a dread killer. Wax is so evil in hard to get out that the best thing you can do is start over immediately, without wax. Read the dreaducation the dread wax truth and the dread wax removal pages. Sorry that you fell for the dread wax scam
Welcome. But wax prevents locking. All it does it glues your hair down and stops tangling and knotting. if your hair never tangles and knots, it never progresses past the day you put it in. And, because wax is a hydrocarbon, it will NEVER wash out in normal soap and water. Washing is what helps locks progress. Not to mention that wax holds any water that got to your hair inside the "lock". When water sits and becomes stagnant, it starts to decay organic matter. That's what happens in swamps. That's what will happen in your hair.
To get wax out, you need a detergent. Dawn Dish soap is great. The wax-b-gone stuff from Dreadlockhampoo.com is better.
Because you are just starting, it'll be better to just wash your hair and the wax out, and start over.