I can think of several different ways to do this.
Two approaches come immediately to mind: (a) use an Orton Effect (Google it); (b) If you are good with a brush, paint over the wild swirly hair with a dark, wide, soft edged brush at very low opacity. For the latter, you can try options like setting the brush to "darken only" or "multiply".
If you don't like either of those approaches, a very straightforward approach is to use a couple of applications of the layer effect, "drop shadow" in a selective way. For example, I started with this stock image:
Since I didn't want to take the time to make up some realistic looking swirly hair, I just added some clip art curlicues:
Next, I applied a drop shadow effect to the curlicues:
And finally, another drop shadow effect to the outline of the woman:
This approach isn't perfect, but it's very fast and easy to understand. The Orton method, selectively applied and fine tuned to this particular image will likely give you a result closer to the example you posted, but I don't have time at the moment to illustrate this.
HTH,
Tom M