Here's a little bit on how I do my headrails. All you need is a long (over a yard from end to end) oval veil.
For early period:
This looks similar to a wimple without a top veil. Hold the veil by it's long ends. Fold the top third (short end) over so you get a crisp flat edge. With the folded portion facing you, hold one corner on the top of your head (left or right side doesn't matter) while you wrap the straight edge under your chin and back up the other side of your head. You should have enough fabric that you will pass the top and keep going. Use a straight pin to fasten the top to the end (make sure it's tight or this will twist around your head and be annoying...) and maybe use another to fasten the loose end down. With practice, this looks great and is very kitchen or camping friendly.
For later period (Italy post 1400 and Spain)(think Aunt Jemima): This works best with really long veils. Fold the veil as you did for the early period method. Place the veil on your head (make sure it's centered) with the folded part down. At this point, you should have a good chunk of the veil hanging down the back of your head. If your hair is long, you may want to part it down the center and split it as if you were going to do pigtails. The next step is to fold the back of the veil up toward the nape of your neck so that you may encase your hair. This will leave the bulk of the veil fabric off to each side of your head. If you have long hair, you will now encase it, twisting the veil material around it and twisting til you run out of now-twisted fabric (did that make sense?). For the rest of us "bald folks", we just twist the leftover fabric. If you are really good, you can do both sides of it at once; if you're like me, one at a time is enough. I've also found that having a friend or spouse hold the veil at the center of your forehead while you do this really helps! Make sure that once you've got everything twisted, the veil is really tight on your head, other wise it won't look right.
Now, you're standing there holding two twisted Pippy LongStocking things out to your side saying "I look ridiclous" or "Flying nun, here I come" or "what do I do next". Take both sides at once (the forehead holder comes in really handy here) and start to "tie your shoelaces" on the top of your head. Pull the first step tight and then stop. Take one side and start to weave it (knot it, tread it, whichever of these descriptions works for you) down the twist on the opposite side of your head (it will probably go around it two or three times). You will have fabric left over. Do the same for the opposite side. (See the Aunt Jemima thing happening?) Take the leftover fabric and stuff it under the veil behind you head. This lock the whole thing into place. Practice makes perfect on this one. I still flub up occasionally and have to redo it. If its done right, this will stay up through an entire day at Lillies, Estrella, or Pennsic, is perfect for kitchen help, and will give you one hell of a sunburn should you forget to drape another veil over your shoulders, or put on the appropriate sunscreen!
Hope this helps.