I do this a lot. ESPECIALLY in summer. I have a lot of natural wave and curls. I twist all of my hair up into a high bun. Just below the top of my head. I have to do it all in one due to layers. Later when I let it down, it falls in very pretty and super shiney curls. I barely loosen them and then. Spray with KENRA #9.
First you fold a square scarf into a triangle. Next you place the middle triangle on the top of your head. After that you take the two corners on each side and overlap them. The fourth step is twisting them together. The last step is pulling them back behind your head and tying them.