The main plot of the movie is the curse which Maleficent cast on the princess: She would prick her thumb on a spinning wheel and fall asleep, so people burned all the spinning wheels in the country. But what happened to spinning wheels which were burned?
If you watch the movie, after the wheels are burned they are stored in a deep dungeon room in the castle. This is where the princess finds them and ultimately pricks her finger on the needle of one of them.
(We can leave aside the startling number of mostly intact wooden wheels after they've been through fire as more movie magic.)