There is a curved wall in the room catalogue but it is really a curved shape and not a wall so you do not get placement zones. I manually add construction lines around the curve so that I can get elevations – it’s not a perfect solution but it works.
I have a tutorial here: http://www.ipprofessional.com.au/files/CurvedWalls.pdf
Placing windows however seems to be a problem. The only way I could simulate a window was to create a similar curved object, turn the finish to glass or glass block and then place it in the curved ‘wall’