I did this in my sunroom at my old house!

My husband used regular curtain brackets and some hollow conduit pipe for the rods.

Buying actual curtain rods long enough for the windows/walls was way too expensive and I didn't want tons of brackets all over the place if we were to use the smaller rods.

We used the brackets in the corners, and one in the middle for stability, and bought the pipes in the lengths we needed (you can either cut them yourself or the hardware store will cut them for you). They were long enough to go across the whole length of the wall/windows, for all three sides of the room, including over the double doorwall, and across the door, so I could close the curtains all the way if I wanted to.

I LOVED the look and the best part... it was inexpensive!!

I've attached three pics for ya.. sorry they aren't close ups of the rods/brackets.. but I think you'll get the idea. Plus, you can paint the pipe if you don't want the brushed silver look (I kept it silver cause I thought it wouldn't be as noticeable.. I wanted the rods to kind of blend in) :)