Can you post a photo showing the whole window opening head?
Was the pole & curtain heavy or was it that the fixings were at fault? I think is was both as mh wife bought new poles which are thicker and curtains are heavy.
Do you have p/board over studs or Dot & Dab on to masonry? It's dot dab onto masonry.
Did you know that plaster board plastic plugs are available or even small toggle bolts? Not sure about these?
But it would help to know whats behind the board.
The curtain pole brackets will cover most holes.
Whats wallmart? Suppose to be wall, but auto correct failed me, we are just back from Florida