First make a bonfire with wooden sticks, light it with a lighter, put the crabs on the ground, and drag the crabs to the bonfire with the right mouse button. If you hear the sizzling sound, it means it is roasting. Don't let it Drop it down, and after a while you hear a "ding" sound, which means it's done. The name of a cooked crab becomes Cook Crab.

If it is a high-level bonfire, just press and hold the left button on the bonfire and it will be put down. It will bake on its own, no need to guard it.