Barnum falsely marketed them as Circassian Beauties (they were also known as Moss-Haired Girls) and turned them into a sideshow attraction. Circassian beauties is a phrase used to refer to an idealized image of the women of the Circassian people of the Northern Caucasus (Wikipedia).
None of the women were from the Caucasus, and actual Circassian hairstyles bore no resemblance to Barnum's fantasy. But, Americans knew no different. They were portrayed as women of racial purity who had escaped sexual slavery. They often wore oriental costumes. Their teased hair was held in place with beer.