When it comes to the red colors I've seen a lot of examples of it working on unbleached brunettes. I haven't seen any other colors on unbleached hair. If you're going to highlight I suggest not dying the curls you're going to highlight black, just separate them somehow (maybe with foil).
Here are pictures of Rock 'n' Roll Red on unbleached brunette hair:
And this is Ariana Grande who inspired me to do my hair this color, I don't think she bleached her hair because this color on bleached hair is much much brighter:
I'm going to dye my hair Rock 'n' Roll Red without bleaching, I'll post a pic once it's done