A pin curl is nothing more than a simple way to secure and flatten a lock of hair to your head. The term originally referred to a method for coiling hair and securing with bobby pins in order to produce a wave pattern in the hair.
For our purposes, it merely means to take a small piece of hair, no more than one inch in thickness (less if your hair is very, very long or very thick), twist it lightly from root to tip, and then place in a coil on the head, securing with a pair of crossed bobby pins.
The goal is for the pin curl to be as secure and flat as possible – it is better to make the pincurl wide and flat than to make it small and squat, as a fatter pin curl will make your wig sit higher off your head, which will make the wig look less natural. If you routinely wear wigs, try to move the location of your pin curls around your head slightly so you are not putting stress on the same piece of hair day after day.