Roman Blinds in Static Caravan

Providing you are able to safely attach a length of wood to the caravan wall slightly above the window reveal I can't envisage a problem. I've made a number of roman blinds and find them simple to do and also to install.

I can't see why they would be any different in a caravan from in a house.

What I would advise is that you hang onto the curtains, though, as you will get more on resale to a trader if the decor and furnishings are original. It won't necessarily matter to a private buyer, but for some reason the trade value reduces by a lot if you reupholster, wallpaper or change the carpets, and curtains will make a difference too. I would do whatever works best for you, but put the curtains back up if/when you come to sell to a trader. You could give a private buyer the option.