According to the Ampere's Circuital Law (Maxwell's 4th equation):
The magnetic field induced around a closed loop is proportional to the electric current plus displacement current (proportional to the rate of change of electric flux) through an enclosed surface.
and the formula derived for that is:
$$∇ \times \vec H = \vec J + \frac{∂\vec D}{∂t}$$
where $\vec H$ is magnetic field strength, and $\vec J + ∂\vec D/∂t$ the enclosed current density.
For linear materials, $\vec H$ and $\vec B$ have the same direction.
As it is clear from the equation, vector of $\vec H$ will be created such that it is always perpendicular to the vector $\vec J + ∂\vec D/∂t$, in addition, it is the case in all sides of wire => so curl will be formed.
$\vec J + ∂\vec D/∂t$ is actually vector source of $\vec H$.