You can do it a few ways but the hair has to be damp when it's set. You can braid it while it is wet, best done before bed, sleep on it, take the braids out, spritze with water then scrunch in mousse or shine serum and blow dry with a diffuser, Jonathon dirt is a great finishing product to manipulate the style.
The other way is using heated curlers called "twisters" on damp hair, this is much faster, you just section hair, twist and roll around the heated tube. Finish the same way spray the curls with water( a spritzer is a must because some parts can look frizzy) scrunch in mousse or shine serum, (I prefer shine serum because it makes hair shiny and will not make hair look crunchy) and piece out with a wax or pomade. If you haven't tried Jonathon Dirt, this is a good excuse to invest in some. That product is my HG!
Just remember the size of sections you braid or twist will determine the tightness or looseness of the wave