Decide if you want to be able to slip it on and off... or have a clasp.
If you want a clasp, look on ebay for bracelet clasps. Buy a clasp, and buy a metal bead that you can squash tight with pliers.
If you are NOT buying a clasp, you will still need the metal bead that you squash flat.
Then... use a clamp to hold the hair... braid it nice... whatever kind of brand you want, but as tight as you can.
Take one end and thread it through the metal bead, through a clasp end, back through the bead, and squash the bead flat.
It is super fiddly to do, but I would stick super glue inside the metal bead to help hold the hair, before smashing the bead tight around the hair.
Repeat for the other end.
If you are not using a clasp... then decide how you want the hair to overlap/ join in order to form a circle.
And still use the super glue, metal bead to squash tight and hold the hair ends.