You'll also need mini blinds. You can repurpose your old ones or buy them on Amazon for about $15; make sure you have a screwdriver and strong glue, like E6000.
Cut the shower curtain to the size of your mini blinds, with 2 to 3 inches extra on the sides. Iron and glue the hems, and then glue the top of the curtain to the top of the headrail.
Remove most of the plastic slats, leaving one every 6 to 8 inches. Lay the curtain and dissected blinds flat on the floor and glue the fabric to each slat, pulling it taught.
Teresinski has tweaked this DIY for different blinds, styles, and skill levels. Style the blinds in many ways, like by adding trim, but bulky options with 3D elements are a no-go.