How to draw a curved arrow in Keynote 09?
Create the Arrow




From the Insert Shape menu choose the "Draw with Pen" tool:
  
Click once at one end of your curved arrow:

Click and drag at the other end of your arrow:

Hit the Escape key to stop drawing.
From the line ends menu, choose an arrowhead you like:







Edit the Arrow



To reshape the curve, click on it once, then click on it again;
When the endpoints turn red you can change things:


Click and drag the round circles at the end of the gray Bezier
handles to reshape the curve (a little practice makes perfect):


Click and drag one of the red endpoints to change the start or end: