Curtain wall panels cannot curve, but basic walls can. When you create a curtain wall, you can assign a basic wall as the panel. Create a basic wall that is the thickness and material of the glazing you want in your curtain wall, draw your curved curtain wall, then change the panel to be the newly created basic wall. Disclaimer, mullions cannot curve.
To match the angle of the roof, use Attach Top/Base to attach the top of the curtain wall with to the roof.


