This one is a bit more involved. I started with a single rectangular curtain wall and copied it to clipboard. Then I used Edit Profile to change it's shape. I then used Paste Aligned > Same Place to put the original curtain wall back on top of the first one. Using Edit Profile again allowed me to follow the edge of the first and design the second wall. Repeat the steps for the third and we have a curving set of mullions that are defined by three curtain walls that have complimentary sketches defined using Edit Profile.
I mentioned the use of the parameter Automatically Embed, a feature of curtain wall. The curtain wall types that are present in the stock templates vary but the simplest ones like Curtain Wall1 don't have the feature selected. If you sketch one of these walls over the top of another you'll get an error message.
I posted the following image because I thought it was worthwhile mentioning that the Cut Geometry tool the warning message references allows us do things like this too.
I also created a video that discusses these concepts.