A roll of a book - A parchment-scroll, consisting of several skins sewn together, and cut of an even breadth, with a piece of wood at one end (or, in case of larger volumes, at both ends) on which to roll them up.
Write therein all the words ... - The phrase means that the roll was to contain “all the counsel of God” Acts 20:27 upon the special point mentioned in Jeremiah 36:3; and that the prophet was not to keep anything back.