To answer some curling questions....yes, you must dye it first because dying it is wet and styling it requires it to dry in curlers. The easiest way to get a synthetic wig to be curly is to buy a curly synthetic wig. Remember, synthetic wigs are basically like plastic. Little bitty plastic strings of hair. To get them to curl and hold the curl requires heat and water....steam is best. You can set the wig in curlers and then use a high steam setting on the iron to steam it. DONT TOUCH THE WIG WITH THE IRON! Just push the steam button a lot. Or you can use a travel steamer--much easier. Once the curl is in it is basically melted in and will hold for a long time. If you are using a human or yak hair wig then you can wet set it with curlers or use the curling iron but you better be sure its natural. Any names like Acrylon or Yaky...anything ending in "lon" is probably synthetic and will probably melt if you try to use a curling iron. Natural fiber wigs will lose their curl just like your hair does...in time and with humidity.
That's my 2 cents.
I am a professional costume designer so your project will be completed with the best details and materials possible for your budget. You will feel all powerful and fabulous wearing a DeAnna Designs costume. It will fit you and be comfortable. Please check out some other costumes I've made here: