you can use multiple sized curling barrel irons if you want, but the trick is holding the curling iron vertically
your hair has to be layered nicely too to achieve that look, b/c if you only have one uniform layer, it will all blend together and not look as pretty....i usually use 1" sections of hair and curl from top to bottom/tips...sliding the curling iron down while twisting...that gives tighter curls, if you want loose curls, then you can wrap 1" sections in the barrel and then clamp, hold and release...HTH
oh here is an old pic of my hair, shorter, more layered, and fuller just for example: