Lay the PVC pipe on a work surface. Push one PVC pipe cap on one end of the pipe with your fingers.
Insert a funnel into the remaining open end of the PVC pipe. Use the funnel to fill the pipe with sand. Slide a PVC pipe cap on the open end of the pipe.
Hold the PVC pipe centered at the head of the bay window. Heat the pipe slowly by moving a heat gun back and forth across it. Hold the gun approximately 1 inch away from the surface of the pipe. Bend the pipe to the curve of the bay window as the pipe begins to become pliable. Enlist the assistance of another person to achieve an aesthetically pleasing bend for the rod. Hold the pipe in that position while it cools. Once the pipe has cooled it will hold the shape of the bend.
Remove the pipe caps from the pipe and empty out the sand. Apply PVC primer and cement onto the pipe cap and the ends of the pipe. Push the caps back in place on the ends of the pipe. The primer and cement will form an instant bond.