Yes, you can merge the window/curtain from another file.  If your walls are still Wall objects, i.e. you haven't converted them to EPolys or EMeshes, just move the merged window to a spot on the Wall, then Link the window to the Wall; that'll automatically punch a hole in the Wall.  If you want to make the curtain in a new file, I'd suggest merging the window from your model into a blank file, make the curtain to fit the window in the new file (don't reposition the window!), then merge the curtain only back into the file containing your model; the curtain will merge in the correct position relative to the window.

Don't really understand the bedroom problem based on the information you've given.