Kanekalon is one of the best types of fibers to have for a wig
You can dye it using either the sharpie or FW (acrylic) ink method (there are stickies for both methods at the top of the form), and you CANNOT lighten a wig or use human-hair dye on it.
If you need curls in your wig, I suggest getting some curlers - styrofoam or regular plastic, but not ones that you heat first - and securing them in your wig, then using hot water (under 180 degrees, so not boiling) and pouring it over the wig. Let the wig completely cool and dry, then take the curlers out, and ta-da! curled wig
If you want more info/other methods, do a forum search for "wig dyeing" and "curling," - you should find a lot of helpful topics