So , how they are wound and what they are wound with is a science unto itself ??
Yes, you could say that. Winding in a coil allows for a compact way to get a lot of wire in a small volume. Also creates a lot of ampere-turns (i.e. magnetic flux) by looping the wire back on itself in this coil structure.
Maybe an (pretty close) analogy will help.
Imagine a mile long 6 inch diameter water pipe with water flowing through it at a constant and very rapid rate (v). Imagine the mass of that mile long length of water (m) flowing at that very rapid rate, pretty immense. Imagine the kinetic energy (1/2 x m x v^2) trapped in that mass of water flowing at that very rapid rate. Now imagine that you had a magic valve that could instantaneously shut off that flow. Likely either the pipe would burst or the valve would blow out. That kinetic energy example is analogous to the energy stored in an inductor.
Imagine that same pipe with that flow and you had to instantaneously double the flow rate. It would take a huge amount of energy to do that. However if you were to gradually increase the flow rate and then gradually decrease the flow rate it would be much easier to do without expending much energy at all (the low frequency case). The more you increased the rate of increase followed by an equal decrease, the more energy you would be required to expend (the higher frequency case).
That same mile long pipe could be wound in a much more compact length and width by coiling it up in a circular coil. You will see that most of the gross dynamics of the example above do not change much but it starts looking more like the inductors in your crossover in that type of example.
Any better help in your understanding?