crown of midnight question? i'm a bit confused

hiii reading CoM for the first time & a little confused trying to follow the story, i just read chapter 45 of crown of midnight and what im understanding is that the king is using the wyrdkey to turn humans into these creatures? like the one they killed under the castle?

but then i don't really understand where kaltain and roland come in, i assume the king wants to turn them too but what relation does that have to the headaches and the flapping wings that keep getting mentioned? please don't spoil anything ahead & tell me to keep reading if this will be explained better later!!