I have a couple of ways.
Roll up a long piece of clay until it's the thiness or thickness you want.  Gently apply it to the head after you finished the face.
Put a flap of clay on top of the head.  Add more if necessary to give the character the amount of hair you want.  Carve the edge of a sharp tool in the clay and make straight lines or how you would want it to show.
Recently I have used pipecleaners for hair.  I knot pipecleaners together and have the ends stick out to the desired length.  Suround the knotted area with tape and build the clay head on to it.  Once the head is finished you can adjust the pipecleaners.
A lot of this may sound confusing, but I hope you get something out of it.