Once your paint is completely dry (24 hours) you just have to screw your brackets to the wall, stick your finials in the rod and clip the rod into the brackets. It's best to screw into a stud, of course, and generally there will be a stud (or two) right beside the window. Also, be careful to line the rod up right in the middle BEFORE you clip it into the brackets because the little bump on the brackets will scratch the paint off the rod if you try to move it after it's clipped in.
That's it! Now we just need someone to create an Instructable on how to make no-sew $5 curtains... ;)