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If you are doing it by yourself, it is best to start with wet hair.  Work in leave in conditioner(which keeps it softer) or use a foam.  Use a wide tooth comb to detangle.  Start from the top of the head and divide into 3 even sections.  Her hairstyle is an inside out french braid, so you need to do right under middle section (right is the new middle), then left under middle. Don't forget to keep the pieces taut. From the top of the head to the nape, add a new piece of hair after every right under, left under. Repeat until you reach the nape. Here I found it easier to secure the braid with the smallest rubber band possible. Then from the nape down you can to a regular style braid.
Thanks to Maigomi for the pictures and instructions above

Also, here is a video of how to do a french braid