How to make wavy beyonce hair style without using hair spray?

Yesterday I saw a video on how to make wavy Beyoncé hair style. The video was very good and clear and I learned from it very quickly. In the video the girl used a hair spray on the hair while curling them. I don’t have any hair spray and I before I buy it I want to know what is the use of this hair spray and why it is needed. If I will curl my hair without using hair spray, what will happen?

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