When you receive a new iPhone, iPad, or iPod touch, you can use the Triple-click Home option to enable VoiceOver at any point in the setup assistant. If you complete the Setup Assistant with VoiceOver enabled, then the screen curtain state will be preserved.
Additionally, you can use iTunes to enable VoiceOver:
- 

- Connect your device to any computer with iTunes installed. 

- Once your device appears in iTunes, select the device and go to the Summary tab. 

- Click the Configure Universal Access… button. 

- Select the button for VoiceOver. 

- Click OK. 

- Select Continue for the VoiceOver warning. 

Learn more
If at any time you toggle VoiceOver in Settings > General > Accessibility, the screen-curtain setting will not stay the same if you restart the device or toggle VoiceOver off or on.