xD well, I don't know much about wigs, i'm no expert. But I suppose a trip to google to search for tutorials for yourself won't hurt, right?
If you want an expert opinion..
Either way, first things first;
You're probably going to have to cut it a bit.
Unless it came cut for styling, get yourself some scissors, you might need to check that they don't stress the material of the wig, all scissors blades are cut differently and some are just NOT designed for cutting a wig (paper sicissors differ to dress-making scissors and they both differ to hair-styling scissors, to be honest I found a pair of paper scissors that worked on my first wig, if you're on a budget but it's a risk. The fibre of your wig looks very different to the one I used...) Check they work on some underside hairs that won't show, (middle bottom at the back would be best) see it doesn't damage the wig fibres in anyway. (I.e splitting or stressing (curling or 'frizzing') or any change in the fibre other than length. )
When you've got your sicssors you need to pay attention to the net of the wig.
you notice the wig is made up of layers attached to individual strips of the underside netting? (i forget the proper names now) well, the more of these layers, the easier your wig will be to work with. You need to seperate your wig by these layers, use hair clips or bands to keep the bits you're not working on from getting mixed up with the bits you are working on. Basically, the more difference there is in the length of the layers, the more the 'volumous' the wig will sit. If you cut it too short, it'll look plain bad. Try not to cut so short in any places that the underside nets show through. This depends on how many layers your wig as overall, but if the length covers over two stips minimkm it should be okay, but be careful, this is just me/a guideline and if it looks like it will be wrong for your wig, DON'T DO IT. Use your own common sense :'> you are clever enough to know that already though. ^^
You need to note how long each of bakuras spikes are. How long his hair is overall in realtion to his face and work this same relation on your wig to your face. It means taking the wig on and off until you get it right! (Remember: you can always cut more off, but if you cut too much off, you're done for!!!)
Plan where the spikes are. Seperate them preferably on your head from the netting and plan how long you want them to be at most. Now all the sections are sepreated off into indiviual 'to-be-spikes' (easy enough tying it up with hairbands) You can start cutting. To make a spike you want the hair to thin out towards the end (an angled cut with the scissors should help you achive this, with help from a comb) the longest hairs will make up the point of a spike and the gradually shorter hairs will make the pointed effect up around it before the bulk of the rest of the 'hair'. Twisting the ends with spray will make it hold. Try not to go overboard with spray. or the twisting xD; Enough to hold it place but you don't want it to look stupid, so try to go with the wig and let the style happen naturally.
(for my Simon wig I ended up not using any spray because his hair is quite flat and I could cut the wig into the style I wanted, ofc this is different for Bakura xD ...) The fringe, for example, can be done by layering the hair thickly and cutting the bottom spikes fairly unevenly, (the more uneven it is=more possible spikes, more possible spikes=more volume in the hair, too much is bad, so don't go overboard!) minimum hairspray required, just so much so a nasty breeze or run-in with air-con wouldn't mess it up. But maybe not so much so the wind can play about with it a little. Don't let the wig be stiff and lifeless it'll look horrible and really, really fake!! I'd also say, for the rest of the wig, spray on from the spike tip upwards, with less towards where your head will be, so the wig isn't overdone (especially those lower spikes, especially round the back of his head he has, you can probably do MOST of this with some clever spike-tip cutting, but not all ;'> his hair is pretty insane. Oh Yu-Gi-OH, your hair is so crazy!)
If it helps, look at other cosplayers for ideas! They've been teher and done it! look for the ones who did it badly and DON'T do what they did, look at the ones who look awesome and DO what they did! Easy enough :'>
Finally, work from the bottom of the wig upwards. Get the bottom length right and work up in layers. Then put the wig back on and see how it looks.
Re-Seperate the spikes and re-define the cutting if you have to! Put that wig on as often as you can without ruing the styling you just did and plan, plan, plan while its on so you know EXACTLY what to do when you take it off.
If the wig doesn't wanna go that way, don't force it, work with it, not against it, and you should be fine!
I hope this all helps, good luck and remember, cosplaying is for fun, so enjoy yourself!