The first bit of track you place is always straight; but if you extend the rail (by clicking on the green arrow of the first piece of rail) you can place curves.

https://wiki.factorio.com/Rail_planner

This was genuine question BTW.

There is a tutorial in-game!

After placing a track, click the end of the track and hold shift to use the "placement planner". Helps work out the curves and things.