You'll need to put an animation in the top of the State tab. Going from and old, faded memory here, but I think it's curtain_ani. Though if you just put in the letter "c" it should start it for you.

Also, make sure your curtain isn't near any wall or floor when you animate it. Don't even bother trying to place it until it's animated. Because when you attach the animation things get moved around quite a bit.

Animate first, then rotate as necessary and place.