C# GDI+ rendering method performance
It looks like you may come from a Java or scripting background. For .NET, the standard recommends PascalCasing for method names. This would turn your methods into:

Render()
GetBrush(...)
GetPoints(...)
GetTension(...)

Variable names should be camelCasing, where the first letter is lower case and the remaining words are capitalized. I'm not sure if NumOfShapes or ParameterNumber are class properties (Pascal Cased) or class-level fields (camel Cased), but you should follow the standard.

As far as your method names, you should avoid GetXXX which suggests that they should be properties. I would recommend the following changes:

GetBrush(...) -> CreateBrush(...)
GetPoints(...) -> GeneratePoints(...)
GetTension(...) -> CalculateTension(...)

For your variable names, curT doesn't help me understand what the parameter is for. :

for (int i = 0; i &lt; NumOfShapes; i++)
{
    int curT = i * ParameterNumber;
    brushes[i] = getBrush(curT); // get value and clip it if need
    points[i] = getPoints(curT); 
    tensions[i] = getTension(curT);
}


The definition and modification must be elsewhere. I'd have to go searching for it. It would be much simpler if you named it something meaningful, even if it is long, like currentImageIteration. 

As far as coding goes, always, always dispose of GDI objects when you are done using them. You can get some pretty strange errors (OutOfMemoryException for example) when hitting the GDI object limit. Because GDI uses unmanaged objects, you should always dispose of them when you are done, see this question, and this question. The object will be disposed at some time in the future, but because the GC doesn't clean up managed objects, this will cause a memory leak.

Other than that, everything seems OK.