Normally, curtain walls are faceted…
…unless they have curved glass.
Also, you’re drawing the curtain wall with a header and hole in the wall. Curtain walls are a facade on the exterior, so they don’t have a header… Hence the name curtain wall.
I’d recommend drawing a faceted curved face 2" thick & the length of the wall, then extruding it up the building’s exterior. Offset the faces 2" to make a window frame. Copy the inner faces to make windows later. Push pull the inner faces to make the window frame, then group the frame. Paste in place the windows, then extrude them 1/2". Move the windows to the centers of window frames. Group the windows and texture them. One curve could be a component, then you could copy it for the other two curves in the curtain wall.
For a curved window, draw a curved 1/2" thick solid, then add 2" thick metal beams on either side & on the top and bottom to hold the window in place. A curved window is probably easier to model.
Try finding a reference photo to help you model it. By the way, amazing renders!