if you are getting a big hole, make sure you are drilling through the plaster and into the brick, block or concrete behind. If it is very hard you will need a hammer drill and a masonry bit. You need to be at least 35mm into brick or block. If the plaster is very thick you will need an extra-long screw to get that far into the brick. Any part of the plug or screw that has air, plaster or filler around it, or on any side, is useless.
If the wall is made of something other than brick, block or concrete, post back and say what.
Very often there is a hard and dense concrete lintel, or a steel one, above a window. They are usually about 50-100mm thick if concrete, and about 200mm if steel. It's easier to drill above, and buy a longer curtain, though you can drill and plug either lintel. A masonry bit will not go through steel.
if plugging and screwing into a loose or crumbly wall, here is a fantastic tip (best one I heard in 20 years)
get a tube of no-more-nails or similar adhesive (I find the £1 cheapo ones are OK for this job)
drill holes that are amply wide enough and deep enough for your plug and screw
clear out all loose dust and fragments with a vac or water jet
push the nozzle of your adhesive deep into the hole (so it fills from the back with no air pocket
push the plug in (you can put a screw in by a couple of turns to use as a handle)
smooth off the surface/remove excess adhesive (after a few, you will know how much to use to get a complete fill but no waste)
verify that the plug is fully home, flush or slightly recessed, and straight
leave overnight so it hardens
next day, fit your thing and drive the screw fully home. It will give a strong and firm hold that will not turn, loosen or pull out.
you can use the same method if you have to put a screw into a mortar joint, or a crack in a stone wall
p.s. they are Plasplugs not Rawl Plugs which used to be something different
p.p.s if you are not used to this sort of work, you will find it much quicker to mark all your holes, then drill them all, then clean them all, then inject and plug them one at a time. Don't do one mark/drill/clean/inject/plug/screw, then another mark/drill/clean/inject/plug/screw, or you will spend all your time putting down and picking up tools. Plus the nozzle will clog.