My personal experience is that it is harder, and sometimes frustratingly so, but fully possible to build with the curved walls. As for windows and doors, you just have to choose the ones that the game says fits. What I did find was a roofing issue, which I have solved by creating rounded platforms as balconies above my rounded walls. Larger is easier than smaller rooms, overall, and you have to be careful where you place furniture as they can sometimes be hard to pick up again. The flooring is also important, only some floors look right in a round room.
So, yes, it could have been done better, smoother and simpler with fewer issues. But no, it's neither impossible or improbable - just a bit difficult and needlessly frustrating.
Some of my curved wall builds can be found here:
https://ea.com/en-gb/games/the-sims/the-sims-4/pc/gallery/381145D40FEC11ED8603B676E60D36BDhttps://ea.com/en-gb/games/the-sims/the-sims-4/pc/gallery/5E178D2011E311ED85D124432DB1AECE