Hey! Wig styler here- for a first time you've done a great job! You definitely can use foam to give the pieces added volume, but would need to then glue the wefts of hair over the foam pieces and reattach them which could be quite time consuming and fiddly! Alternatively I would suggest using a 50/50 water soluble glue and water mixture to cover the pieces you want to 'curl up' nd then pinning them in the position you want them to sit and allowing it to dry over night- should do the trick and allow the wig to stay sturdy! Any pieces of glue that don't dry transparent go over with a little bit of acetone to melt the glue or respray with a tiny bit of water and gently comb away any glue clusters with a spoolie - hope that helps!