I know that this feature is already in Ubuntu since few version but I didn't saw it in any version of Ubuntu. I'm using regular Ambience window style but I can't set rounded corners. All windows look like this:
How make rounded corners?
I had file that overwrites settings from theme. It was in
/home/user/.config/gtk-3.0/gtk.css. When I deleted this file square corners disappear without any action (reboot or relogin). I don't know what created this file but I'm using the same profile for 10 years.