How can I make the propeller to rotate? This is my propeller:



And I'm trying to make it rotating like in this video tutorial: 

Propeller rotation

At 2:22 in the video he clicks on the automatic key frame button, so I did it too. Then I moved the frame green line to the end (250). Then clicked N and under Rotation I changed the 'z' axis to 5000. Then I moved the green bar back to frame 0 and clicked on Play but it's not rotating.

Also I saw he is using a bone? Or something so he could rotate first the propeller with the mouse before making the animation. 

Not sure how I messed it up.
He pressed "G" to grab and then just clicked the mouse.  What that did is give Blender a detectable action.  In other words, if your grabbing then you're probably moving something, so Blender will automatically insert a keyframe at the current frame.  It's a little hacky.  

A better (and more deliberate) way to do this, in my opinion, is to press i whenever you want to insert a keyframe.  Just select the action that you want to keyframe.  i works on almost everything, even things like shader nodes.  Using this method prevents you from keyframing things you never intended.



EDIT: There are whole videos and articles dedicated to keyframing.  But I'll add this: by default, Blender will "curve" the value.  In other words, say for instance a car... going from rest to full speed takes time.  In the same way, Blender automatically accelerates to the desired "speed" or value and then decelerates at the end.  

You can change the interpolation to be linear in the Graph Editor: