How to turn my straight hair in to this?

I'm a woman and I've had short hair before. Hair powder does help give you some volume and lift. If you want to get a look like that, you might be able to to it with a medium sized round brush (if you don't have one get one) and a blow dryer. Blow dry your hair until it's all most dry. Apply the powder lightly to your hair, shake it gently out of the bottle. Take the round brush and work in sections of your hair. Aim the blow dryer at your round bush and twist your hair on the brush a few times. Twist your brush and the hair in the direction you want it to go in. When you're done, put your fingers lightly through your hair to make it a bit messy. Set it with some strong holding hair spray. For the sides you may need to use a gel, hair wax, or hair paste to get that look.

If you don't have a similar texture to your hair as this person, you're going to be doing this every time you want that look. 

I am a girl, but I’m going to answer anyway. Dry shampoo is the only thing I’ve ever tried that actually gives me a nice texture like that. I use a spray and rub it in with my fingers. And that guy’s hair looks straight to me, not wavy. I’m guessing yours is just more of fine texture.