How do you make curved lines when making a sudoku game

[Merdock]

I have seen several puzzles where lines follow a path that looks far less constrained that what seems possible in sudokumaker. I'm assuming this is done using the custom constraint tool, but I don't have any experience with it. Can someone let me know how to make lines that can curve and aren't as tied to the specific cells that they pass through? I am including a picture of a puzzle that does this as an example.