Assuming that the skull cap part of the wig is in good condition (don't try anything yourself if it's not) you can clean your wig by using baby shampoo and TEPID water don't use hot...rinse clean and allow to dry naturally giving it a comb with a very wide toothed comb to get tout all the tangles....if this sounds like too much work take it to the best hairdressers in your town....might be dearer but at least they will be more experienced and as your talking about a dear piece of kit if it's a real hair wig you don't want it ruined.
You both, Andy and sft42, answering rekstout in the personal. No mention in the Q. about rekstout owning a wig; It says If 'you' have a .. wig. Well, do ya, punk?!
At 26, I have yet to become follically challenged and hope to remain thus for many years to come - the Q came about whilst talking about barristers and their wigs (made from horse hair I believe)