There is a dot in the middle of each line that you draw. Click the dot and it will turn blue:
Next, use the arrows on your keyboard or the arrow buttons towards the left of the screen to create the curve.
Click "OK" or hit enter on your keyboard to lock the curve in place and continue sketching the rest of the shape.
You can add curves to lines on shapes you've already finished drawing by following the same process described above.
Click here to watch the sketch tool in action!