Charles Cramer has a useful tutorial for use of curves over at Luminous-Landscape. If you are not an expert user you might want to check it out. I do have one disagreement though which also applies to a number of other expert Photoshop users.
Many experts teach you to use selections to isolate where you want the effect to be applied. Sometimes those selections can be tricky though in the examples Charles uses they are quick to make.
I do think though that there is still two disadvantages to using the selection technique compared to what I do which is to paint into a black mask for the curve.
With their method, you can tone down the effect by using the layer slider, but you cannot control just how much of the effect you get in all areas of the selection. by using the painting to mask method and selecting say 30% opacity for your brush, you can control the amount of effect within the selected area, anything from 30% to 100% if you use more than one stroke of the mouse or pen.
The second advantage is that you can quickly apply the same effect to multiple areas of the image so the same curve may be useful in half a dozen areas. You could of course have selected all half dozen areas first but I find the idea of experimenting with the application and simply undoing what I don't like, or painting black at a smaller opacity to undo some of the effect if I overdid it very easy and effective.
Givn a choice bewteen making a selection and paining into the mask, I use the mask technique every time.