I've seen friends do this before. It helps if you have a slight wave or a curl in your hair as if it's dead straight the curl you put in will tend to fall out quite quickly. Basically wash your hair and add products as necessary (mousse might be good for the hold factor) and turn your head upside down over the top of the diffuser and kind of twist your hair onto it. It's quite hard to explain. But that always seems to do the job for my friends.
As far as I know, a diffuser is usually used to dry hair without really adding a curl, like if your hair is really curly you use the diffuser to dry your hair and not affect the curl. To get straight hair to curl use any styling product and with a round brush, section by section dry your hair without the diffuser on first from the bottom and then from the top.