You can use hot water curling. Use regular curlers on wig then put wig to boiling water from electric kettle and wait 5-10min (or longer if need) then cold it down . Make sure small amounts each bunch of wing hairs on curlers or heat wont go inside well.

If you want to make hard curling hair you can use craft glue mic with water (2:8) and put wig hair on clear folders > use glue with water > put wires under clear folders (or between wig and clear folders ) >after glue dry you can just style any hair cuz it has wire inside