Hi Grigor,
To change a standard leader to a spline;
1. Create your leader with text by entering "le" at the command line
2. Select it and right click and from the contextual menu choose Properties
3. Scroll down to the miscellaneous tab and in the type field change the type to Spline with arrow or Spline without arrow
You can achieve the same by using the quick properties if it enabled. Alternatively, you can create a new style.
1. Select the Annotate tab
2. Select the arrow to the right on the bottom right of the Leaders panel
3. Select New and name the new Leader style
4. Select continue and on the Leader Format panel under the General change the type from Straight to Spline
You can customize the style further using the Leader Structure and the Content tabs
The new style is added to the field on the Annotate tab Leaders panel
Attachment: SPLINE-Leader_0.png