How can I add a detailed material/texture to a curve? I know how to add a material/color to a curve, but I want to add it like a detailed texture, like the sphere on the right of the image, as you can see if I render the image (left image) the curve is still just red, it doesn't have the level of detail of the real material/texture.

Is there any good way to do it? I was thinking on converting the curve into a mesh and then just add more polygons...it could work, but if in the future I need to change the curve shape, that won't help at all.
The bumps are showing up on the curve, however they are very stretched out. You need to add a Mapping node to adjust the scale of the texture with. Press Shift+A and select Vector > Mapping:



Now press Shift+A again and select Input > Texture Coordinate:



Now take these nodes and set them up as shown:



By changing the Scale values you can now change the size of the texture you are using. 

Notice that it will repeat/tile, so it is best to have a seamless/tileable texture.