Begin by selecting a diameter galvanized pipe long enough to accommodate your curtains. Take that from the plumbing department over to hardware and buy two screw eyes with a ring diameter just large enough to accommodate the pipe.
My Great Outdoors: Pete the Cat's Curtained Balcony
Spray paint electrical conduit and you have curtain rods - there is an idea for easy pinch pleat drapes on this website too. I use a copper plumbing pipe between brackets to hang lots of plants on the back porch.
Looking for a simple solution for the summer sun beating down on your patio? These DIY Patio Curtains from drop cloths may be exactly what you need to add a bit of shade to your outdoor space. Bonus- you can make these curtains with no sewing!