Many people of African descent have textured hair that is more prone to heat damage and drying out. Thus many hair curling methods are tailored more to other hair types and don't take this kind of curly hair for black women into account. If you want to create styles for natural curly hair, to prevent damage you should use moisturizers, heat protectants, and as little heat as possible.
In terms of making your natural hair curly, one thing that you need to realize is that you need to add some products to help you enhance the culrs. Even people who are born with natural curly hair would use products when they wash hair so as to bring out their natural curls and hold the curls well. A style called "Wash and Go" is popular when people want to make hair curly without chemicals. That style is kind od like an oxymoron because it's not really "wash" and "go". You have to wash, spray some products, wait until it dries, and go out with soaking wet hair. But if this method does not work on you, you may want to try "out styles", like twistout, braidout and Bantu Knot Out, whereby you manipulate your hair to get the desired curl or wave that you want.