Curtains can be washed (gently) in your washing machine, Dry lightly on warm, or hang outside to dry..
Pleated window shades can also be washed gently, as others have already described. We dipped our day/night shades in a large barrel of soapy water and hung them on a rack I made, so we could run a soft brush over the pleats to loosen and rinse away several years of grime. Then drip dry.