I believe you're only able to set the temperature.
My thermostat is called Nest. So: "Alexa, set Nest to 21". Tried calling it; temp, temperature, room, living room, thermostat, but that just didn't work. Calling it Nest (since that's what the thermostat is actually called) works great and sounds natural to me.
For the curtains you cloud try to set up scenes. A scene that opens, and one that closes.
scenes -> add scenes -> trigger (manual) -> and set your own preferences.
Alexa is able to activate the scenes. Only con is that you have to say "Alexa, turn on the curtains" instead of "Alexa, open the curtains".