You might be subject to a strict search (the fear is that you might smuggle something in your hair) but if it's natural and you do not have any ill intention you should not have a problem.
https://www.inmateaid.com/ask-the-inmate/in-the-illinois-vandalia-doc-are-visitors-allowed-to-have-all-natural-dread-locks-i-was-told-no-fake-hair-pony-tails-head-bands-or-hats-but-im-afraid-once-my-hair-locks-up-they-will-tell-me-i-cant-go-in#answer
Accepted Answer Date Created: September 17,2015