So the curtain partition in the store is the curtain set for the windows? In the store it just looks like a hospital partition. :/
You install that when using the menu at the personal space. It installs like the toilet, weathervanes (at other spaces) and doesn't take any furniture slots. Each room has the option to use or not use the curtains. Currently there are three if I remember correctly – black, white and brown. You can put all the same color in each room or use different colors.
It is also available to use like a regular furniture item as a room partition or screen.