If you don’t have a header board to attach to, attaching directly to siding is not a problem as long as you have a level line to mount to, and ensure mounting screws have a good hold into stud behind the siding.

Ideally, attach to the bottom edge of siding, just below the panel projection (shown in diagram below).

*Some customers prefer to remove the siding where they plan to attach the curtain and replace it with a flat PVC board solution, creating a header.