You have the right tool, but you need to pull out the path control handles
to get the curve.
Click on the canvas to set your first anchor point.
Move your cursor 30 or 40 pixels away from the first point.
Click, hold the mouse button down and DRAG. You'll get your first Bezier
curve. The more you drag, the greater the curve. When you're happy, just
double-click to set the end point and lock in the path.
Use the Properties Inspector to adjust the stroke to something you like.
Use the Subselection tool to alter ...