I made my own tiara for my wedding, it was a lot of fun. I was able to hide the wire wrapping by using crystals on the band itself. It's unfortunate there's no way to zoom in on the pics on that website, but it looks like it's the exact same technique just longer and trailing instead. Basically you thread the beads on, and twist the wire to secure. Make sure you have plenty of wire to include the twisting, so it's on as few separate pieces as possible.
It also looks as though every now and then they looped and twisted larger sections so they don't come apart and have a better structure, if that makes sense.
Hobby Lobby sells the blank combs http://shop.hobbylobby.com/store/ite...?ItemId=149262
I'm also adding a pic of my tiara. I'd show you the original inspiration but I don't have a link back to the original picture and have no idea where I found it, I just have the picture itself.