I'd think the only way you could get a tight fit is with sparing use of a bonding adhesive, like Super 77 to handle the arch first. There are also pressure sensitive adhesives (PSA) for fabrics which come in film form which could also work.
Seeing as though your columns are two pieces, you way want to just attach blocking to the drywall that will fit the internal width of this arched piece, slip the column piece over the blocking and pin nail from the sides. It will go right through the fabric and never be seen.
EDIT: FYI - The first comment was in reference to attaching the fabric to the arch, which could be tricky to do without wrinkles. The second comment was regarding attachment of the assembly, of course!