when i use sculpy brand sculpting clay on my ponies, I bake them in the oven using the directions on the package ( I think its 15 minutes at 275 degrees Fahrenheit)
I always make sure to put aluminum foil between the pony and the pan.
but I have never had an issue with a pony melting. and the oven heat is the only way to get sculpy to cure. I have heard of people boiling the sculpy to get it to set, however I do not know of a set time, and this can cause the finished product to be more fragile