Clamp a piece of 1/2-inch metal conduit into a vise.
Cut the desired length of conduit with a hacksaw. Curtain rods are typically a few inches longer than the width of a window, but you can customize this length however you want.
Scrape off any burrs from the cut end of the conduit with a metal file.
Use a stud finder to locate the two wall studs closest to the edges of the window. Mark their locations with a pencil.
Drill a 1/16-inch pilot hole into each stud, making sure that they are both the exact same height from the floor.
Screw a 1/2-inch, screw-on conduit clamp into each pilot hole with 3-inch wood screws. These clamps will hold the conduit a short distance away from the wall.
Thread a curtain onto the conduit then insert the rod into the clamps.
Tighten the bolts, included with the clamps, until they hold the conduit tightly in place.