I have short (but VERY thick) hair and I usually just shove it under a mesh wig cap.
When it was longer I had a few methods:
-braid my hair into sections, pin in place, and put on wig cap
-put sections of hair into ponytails, pin all flat, put on wig cap
-pull hair into big ponytail at back of head, pin up towards scalp
I have ridiculously thick hair and these all worked for me, and at the time mine was longer than shoulder-length. You just need some pins and a wig cap. I suggest mesh ones, you can usually get them for a few bucks and most wigs even come with them.