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.
Upcoming Conventions: Katsucon, Anime Detour, Wizard World Minneapolis, C2E2
Ino Yamanaka- Naruto Stage Play Live
Maya the Siren- Borderlands
Akko Kagari- Little Witch Academia