Can I create sloped curtain walls?

Yes, you can lean curtain walls after they have been inserted in the model as long as they have been created from straight path curves.

You can lean the curtain wall by moving the control point located at the start top corner of the curtain wall.
To turn the curtain wall points on, select it and run the _PointsOnRhino Points on command icon command or hit F10.

Leaned curtain wall