You can pin curl it, wrap a scarf around it, let it sit for more than 2 hours or over night and it should be curly. Be careful that your pin curls are accurate because if you don't do them right, they could just look like bends in your hair.
What I do is, I curl my hair first, then I pin curl the curled piece. that way I know its pin accurately. Then I just keep pin curling it every night without heat to keep the curl. But the first initial time I do it, I use heat as guidance.
You can use bobby pins or silver clips.
But if you are avoiding heat, you have to leave them in for awhile for the curl to take.