For a 'normal' 0°-90° corner, you could use a short wall angled 45° between the two walls and set the Arc extent to 90°. Ending a wall with Ctrl-right-click lets you set the Arc extent directly for your corner walls.
Getting the same effect on doors/windows is a bit harder as the cutout will be a right angle. However, I suppose you could double walls and apply the trick above for every opening. But that is cumbersome and hard to edit later.
A better idea is probably create your own door/window models and build the curve into the model itself. That way you can move the window/door around easily in one thick wall.