Yes you can. It’s the frame behind drywall then. Probably CNC cut plywood construction. And it’s more art than anything you might get from standard construction company. And crazy decorative art can be made from gypsum and integrated into drywall.
You can’t make a compound curve out of sheet material. Drywall can bend in a single axis only. If you add a second axis (compound curves) it won’t really work. Think about trying to drywall a sphere. The best you can do is a high poly sphere.
It’s not a single sheet. It’s multiple sheets covered in gypsum shell. More sculpture than drywall. Relative worked for riches, egg and bells were his projects 25 years ago. It’s just many many hours designing it and even more sanding to get perfect shape. There are now 3D printers for such projects: https://www.voxeljet.com/3d-printing-solution/sand-casting/ Since it’s cheap and fast today riches lost interest.