Kukkii-san Place the unstyled wig on the wig head, making sure the bolt pokes out where you want the ponytail to be. (Cut a little hole into the wig's center back elastic / undermesh if necessary.)

Stretch the wig real tight (so it won't end up being too small later) and pin it to the wig head. Stuff it with paper if the wig head is too small:
http://www.cosplay.com/photo/1856072/