Decide on the window you wish to use for your eyebrow dormer. The curve of this window will decide the shape when you build an eyebrow dormer.
Begin framing the eyebrow dormer by creating to "support structures" for the ceiling and the roof.
Create a curved header when you build an eyebrow dormer by gluing and screwing four layers of ¾ plywood together. Because this plywood is easy to bend, you can shape it into the curve you need.
Sheath the outside of the eyebrow dormer you are building with two layers of plywood that is 3/8 and allow the back of it to die into the main roof.
Install a waterproof membrane on top of the plywood, then finish it with the same kind of finish as the rest of your roof.
Put in secondary rafters made of 2x4 inch boards. These rafters will support the inside of the dormer's ceiling.
Slip in the window, and secure it in place. Apply caulk it, if needed, and make sure it's air tight.