You need to use the Wrap tool
Create a curved surface
Create e new plane. This plane must be tangent to the curved surface.
In the Features menu click on Wrap tool
Select the plane tangent to the curved surface. In the Sketch menu click the Text tool. Write your text, position the text where you want it. Press ok to accept the text and press the button to exit the sketch. Select the curved surface and click ok and you are done