If you have a heat friendly synthetic hair wig:

Synthetic hair wigs are styled using water and a comb. If your hair is not long, you can backcomb it at the roots, spray some water over it and lay it down in strands; making the hairdo look elegant and charming. If you’d like, you may use hair spray for even better management. If you have long hair, you can make a high hairdo, pony tail or braids. Curly hair can be styled by means of gel or wax with each strand twisted into a separate lock.

You can brush and style only dry wigs. Curly and wavy hair should be styled with fingers. If curls are small and dense, they cannot be combed. Medium sized curls can be combed through by using a wide tooth wig comb or brush, whereas wavy wigs may be smoothed out by an ordinary comb.

Before styling you can sprinkle hair with little amount of water. You can use hair varnish of weak fixation for a wig styling. Give the desirable hairstyle shape for a wig with the help of your hands and fingers. Synthetic hair wigs keep the initial hair shape quite well even after hair washing.