There is a tutorial in one of my books. Doesn't look hard, you would need a mold for the size bar you wanted & set the rope in when you are pouring. Kinda like putting a wick in a candle.
I remember having a soap on a rope back in the early 70s. It was a green tiki I believe. I loved it. I think an advantage of that would be you can hang it up and keep the soap from sitting in water on a soapdish so it stays nice and dry. I have to admit I have not seen such a thing in a long time. Would be a fun project.
I had this dream that when my former employer went to prison for all his illegal stuff, I'd send him soap on a rope. I do think there is a market for it.
If you really wanted to get fancy you could build a jig of some kind to arc over a loaf mold and drop the rope in at regular intervals, then cut between them. Maybe. There would probably be issues with keeping the rope where you wanted it since soap batter is so viscous.
If you have ever seen candles being made, they wrap the wick around a pencil, put the major part of the wick in the candle and suspend the pencil on the lip of the candle container. Maybe you and rig up something like that suspends the rope it over your mold while keeping part of it in the actual soap. I think kids would love it!
I like Songwind's idea. But if you used lengths of rope, tied the loose ends together in a knot, then it would be tough enough that you could pour the batter, put your jig over the mold and then push the knots in to the batter where you want them and they would stay put.
Bramleberry has 3-D molds that I use for soap-on-a rope. You have to pour at very thin trace or use M&P. If you are using cp, I suggest greasing the insides of both halves of the mold with petroleum jelly for easier release of the soap. Here is another tutuorial:
I bet the egg shaped jello jiggler mold I used for my egg soaps would work really well for soap on a rope. There are 6 cavities that make roughly 3oz bars. With a small fill hole up top, you could fill them then poke a rope down inside.
I might try a couple with some M & P, see how well it works.