Heat damage can occur in about 3 areas to any hair type.
Heat damage mostly occurs when users apply so much heat that it permanently damages the cuticle (the part that opens and closes to let moisture into the hair shaft). The damaged cuticle can become permanently sealed by the heat causing that area of the hair to suffocate or be cut off from receiving moisture.
Another damage point is when users apply so much heat that they boil the very inside of the hair.
The 3rd area of damage is when heat users "melt" the Keratin bonds which causes the curls to become deformed or permanently straight.
All of these damage points weaken the hair from both the inside and outside which usually results in breakage at some point in time.