Curve the edges of explorer

As far as I know, you cannot do that in Curtains, only In Windowblinds. I may be wrong though.

If you just want rounded corners on the top title bar you can do that by making the titlebar image with rounded corners (transparent around the corners) and checking the "Replace default frames" box here:

If you want the rounded corners on the bottom, you'll probably need to use the "Shadows" images for it.  You can see how he did that on this skin (Studio by Gilbou):

https://www.wincustomize.com/explore/curtains/272/

Just doing the titlebar is much easier.

Several of Niivu's Windows 10 styles have included Curtains themes that do this.
I'm currently using this one;

https://www.deviantart.com/niivu/art/NUA-10-for-Windows-875288661

And yes, it looks like he's added an image as a bottom bar "shadow", that gives the appearance of an extended rounded bottom to the window frame

Right, but I'm only using the curtains part of his theme, and the default windows 10 Dark Mode.

Thought that was what the OP was asking about.

I can confirm this. If you download Niivu's skin he includes a matching Curtain's theme. I've been using the Abandoned theme.

From your image that's a pretty decent-looking skin.