Add as many vertices to the end of the curve as you like (Select end vertex, position pointer to where you want the new curve, Ctrl-LMB to add a vertex)
Move the curve into a shape that looks like the folds of the curtain as seen from the top (Select a vertex, GKEY, move with mouse, LMB to stop)
Go to object mode (TAB)
Convert the curve to a mesh (Alt-C, Mesh)
Go back to edit mode (TAB)
Switch to edge select (Ctrl-TAB, Edges)
Select all of the edges (AKEY until all edges are yellow)
Switch to front view (NUM1)
Extrude all of the edges (EKEY, move mouse to create faces)And, there’s your curtain.
If you use a NURBS Curve instead, you don’t need to convert it into a mesh yet. Might be useful in case you need to make changes at a later stage. Depends on your needs.