You are correct, it is not recommended to put wet hair directly on the curling wand as the high heat can cause damage to the hair. Here's the correct way to give a bouncy blow dry effect using a curling wand:

1. Start with clean, dry hair. Use a heat protectant spray to protect your hair from the heat of the curling wand.

2. Section your hair into manageable sections. Take a small section of hair, about 1-2 inches wide, and place it on the curling wand.

3. Hold the section of hair taut with one hand and use the other hand to hold the curling wand.

4. Start curling the hair from the roots towards the ends, hold the wand in the hair for a few seconds, roll the hair around the wand, and release it.

5. Repeat this process for each section of hair until your entire head is curled.

6. Once you finish curling your hair, use your fingers to gently shape the curls and add volume.

7. Finish off with a light hold hair spray to set the curls in place and give your hair a bouncy look.

It's important to use low heat and don't keep the curling wand in one spot too long so you avoid damaging your hair. Remember that every hair type and texture is different and you should adjust the heat accordingly. And take your time, it's a bit of a process, but the result is worth it!