How do you sew a curtain?

I would need more information on what exactly you mean but if you mean about hanging pencil pleat curtains with string in the heading tape then what you do is get the three strings at one end of the curtain tape and tie a knot in them, do the same at the other end (therefore when you pull them the string wont come out!) Then pull one end of strings to your desired gather. If you have pulled out the strings by mistake because you haven't tied a knot first, then just take a large wool needle and thread the string back through the holes it came out of which should still be visable...then tie a knot, tying the three together once threaded through!