I'll assume you're referring to the HDS/Ra Twisty lights, models including 70-Tr, 70-Tw, and 100-Tw which are often discussed in the Marketplace thread labelled HDS-120.
In that thread, Henry was asked...
"I'm assuming that the light starts in an 'off' position, then you twist it to each level? Do they start bright first, or dim first? Smooth action, or is there a "click"?"
to which he replied...
"Off, low, medium, high. No clicks - just twist until you get the brightness setting you want."
It's my understanding that the Twisty is 2 main pieces, the head and the body (no separate tailcap for switch and/or battery removal). If it works like most lights, by tightening the body on the head, at some point you activate the switch. At that point, continued tightening would cycle through low, medium, and high. Once on high, loosening/unscrewing the the body from the head would cycle from high to medium, low, and then off. I'm assuming that you just keep unscrewing the body to separate it from the head and gain battery access.
Of course, having not used one this is an assumption, but don't know how else it would work from the explanations we already have.