How can I install a curtain rod on a drywall?
Typically most wood framed houses will have wood framing running from floor to ceiling on either side of the window.  If you mount an inch and half away from the edge of the window opening you will most likely hit wood.  

But the best way is to head to the store and buy a stud finder.  It's a small hand held device that will find the wood/metal framing under the drywall.  It's a handy item to keep around the house when ever you need to hang something that needs more support.