Since the manual only suggests the ability to have a square or rectangular window, I'd say create your panel that has the rounded "window" spot in an image editor of your choice, and fill it with black. Then select the window area along with the four round corner pieces to make a square/rectangular selection and save it separately. Then just create the panel and cut out the window in gamestudio, and use the separate panel as an overlay which would contain the four inside rounded corners and black filler which can be set to transparent.

Not too complicated but if it's not clear, let me know and I'll try and explain it better.