The whole saving Curly part of the game gets a bit illogical at times, so not being able to figure it out is normal.
Anyway, the first thing you have to do is avoid talking to Booster (You'll get the better booster version later) after he's fallen down from the roof. There's a small, red, mark which shows from where you are supposed to jump to get over the gorge without falling down to Booster.
Later, in the core room, you'll find an object in the lower right corner of the room (this item does not exist if you've talked to booster). This is a rope you'll use to bring curly with you out of the core.
In the waterway, right after the large space filled with random currents and jellyfish, you'll find a door to a small room. It's a bit tricky to reach it, so you might have to reload a few times if you miss it. I don't quite remember what you're supposed to do in the room, but when you're done you should have dried Curly and brought her along on your back again.
And that's it for now. You'll automatically drop Curly right before the fish boss, but you'll find her again later.