This is a basic rectangle of lightweight orange fabric tied around the head to create a turban.
Used for a group of bad guys in our LRP club as image below, combined with black trousers and tabard they created a great look
Grrr
I usually start with a knot in the end of the fabric, put this at the back of the end and stretch the fabric full width to front, where I twist the fabric to tighten to skull before wrapping the remaining fabric around the head to form a headband which I then tuck in creating a secure head covering
As the image below the end of the fabric can be tucked in around the head or left loose. When left loose this can also be partially tucked in providing a face covering (see top image)