I've never actually attached drill curls to a wig before, BUT I know people who have and they literally sewed through the hair and tape and connected it to the base wig.
Next Convention: Anime Detour
Peko Pekoyama- Super Dangan Ronpa 2
Eska- Legend of Korra
Fem!Rin Matsuoka- Free!
Kiryuin Satsuki- Kill La Kill