Of course, you need long hair to do so – it could be your natural one, or an extended one.
Start by braiding a slim braid from the longest section of hair at the back of the head. Braid two equally wide braids to the left and to the right.
When you are done, put the front hair to the back, as if you are having a headband and then wrap the braids around, as shown on the pictures. Secure with bobby pins and use your fingers to make all the braids look smooth, just like a real head band.
It does look awesome and it is quite easy to do. Enjoy it.