The cuts smudge is referring to are called kerfs. They are cut cross wise on the skirting (in the US it's called moulding or mop board). One can cut these themselves, but it is tedious and one should have a table or radial arm saw to control the depth of cuts. Sometimes, again as smudge suggests,one can buy this at DIY stores. Rather, there are alternate material that are used to make such trim and they are much more flexible. One is actually a stiffened foam board. Quite durable and can be bought in either white or wood colors. This can be used readily on curved surfaces. Obviously the radius of the curve can't be to tight, but for a window application you describe, it will work quite well... Good luck!