Since Capture is for visualisation and not for drawing complex shapes, you should draw your stage, or that drapery in another program like Sketchup or Auto CAD and Import your model into Capture, where you can add a material to it. In Sketchup for example there are a lot of plug-ins (e.g.
Ropefall) available which could be used to draw catenary curves, so you can create the natural sag.