What wig did you buy?
That style is incredibly similar to how I styled Wicke, but I started with one of Arda's pre-styled poofy wigs, a Nicki
. I'm sure you could curl and tease up a straight wig into a similar initial shape but it'd probably take quite a bit of time.
Once you do have something similar though it's mostly about a lot of teasing and then covering your shapes with the "presentable" outer layer of hair. Here's
the tutorial I followed for Wicke, I'd recommend the same general styling tips.