You may have occasion to hang curtains from a slanted ceiling if you want a convenient way to divide a loft or if you want to cover a skylight or window set into a dormer ceiling. Either way, the reason you want the curtains won't have much of a bearing on how you hang them.
You can easily hang curtains from both walls and ceilings, so it shouldn't be any more difficult to hang them from a slanted ceiling, and it isn't, but you do need to use the right kind of curtain rod and hangers. You also have to attach the curtain rod securely because a slanted ceiling is, after all, a ceiling. Curtains can be heavy and are more likely to fall from a ceiling than a wall.
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Use Ceiling-Hung Curtain Rod Brackets
The curtain rod brackets you use on walls have a cup-shaped holder for the rod, and these won't work for a ceiling. The ones you need are O-shaped. A rod-and-bracket system made from galvanized pipe will also work. You can make your own system from plumbing parts purchased at a hardware store, or you can buy decorative ones online or at a home design outlet.
One of the advantages of the O-shaped brackets is that their spacing doesn't depend on the length of the rod you use, so you can place them in front of ceiling rafters, which allows you to sink the screws that hold them into solid wood. If you are constrained by the length of the rod or some other consideration to place the brackets over hollow drywall, you can use wall anchors to secure them but not just any anchors. You need heavy-duty anchors, like toggle bolts, not flimsy, plastic, cone-shaped anchors that will just pull out.
Install the Rod Brackets
Measure the placement of one of the brackets using the peak of the ceiling or the wall where the ceiling terminates as a reference. Then, use a straightedge to determine the placement of the other one. Align the straightedge with the most visible reference, whether it be the top or bottom corner of the ceiling or a window frame. Space the brackets symmetrically, making sure they are equidistant from a window (if there is one) or the side walls and that they are far enough apart to accommodate the curtains.
If the brackets are in front of ceiling rafters, which you can locate with a stud finder, you can simply screw them to the rafters. If you need anchors, mark the holes for the bracket on the ceiling and drill one of them with a drill bit that has a large enough diameter to allow you to push through a toggle bolt. You just need one toggle bolt per bracket; the other anchors can be self-drilling plastic anchors that you can drive directly into the drywall with a screwdriver.
Hang the Curtains
Once the brackets are secure, you can install the curtain rod. If the curtain has eyelets or a rod pocket or you're hanging it from rings, you have to first thread the rod through these before setting it into the brackets. If you want to hang curtains with a pinch pleat header, you may want to use curtain hooks, in which case you should size the rod so that the hooks will fit over it.
A curtain installed as a room divider will hang vertically to the floor, but if you're covering a window, you'll want a second rod underneath the window to hold the bottom of the curtains. Install this in the same way you installed the top rod. Once this rod is in place, you can slip the curtains behind it or attach them with hooks if you prefer the curtains to hang tightly over the window. If the lower rod will be under tension, you'll probably want to use a toggle bolt to secure the brackets, but if not, self-drilling anchors should provide enough strength.