Like this:
\documentclass[a4paper,12pt]{book}
\usepackage{tikz}
\usetikzlibrary{arrows,shapes}
\begin{document}
How can I have from here \tikz[remember picture] \node[circle,fill=red!50] (n1) {}; a curved upwards arrow till here\tikz[remember picture] \node[fill=blue!50] (n2) {};?
\begin{tikzpicture}[remember picture,overlay]
\draw[->,very thick] (n1) to [out=45,in=135] (n2);
\end{tikzpicture}
\end{document}

And maybe a little bit like this:
\documentclass[a4paper,12pt]{book}
\usepackage{tikz}
\usetikzlibrary{arrows,shapes}
\begin{document}
How can I have from here \tikz[remember picture] \node[circle,fill=red!50] (n1) {}; a curved upwards arrow till here\tikz[remember picture] \node[fill=blue!50] (n2) {};?
\begin{tikzpicture}[remember picture,overlay]
\draw[->,very thick] (n1) to [out=45,in=135] node[above] {some text here} (n2);
\end{tikzpicture}
\end{document}

And even fancier like this:
\documentclass[a4paper,12pt]{book}
\usepackage{tikz}
\usetikzlibrary{arrows,shapes,decorations.text}
\begin{document}
How can I have from here \tikz[remember picture] \node[circle,fill=red!50] (n1) {}; a curved upwards arrow till here\tikz[remember picture] \node[fill=blue!50] (n2) {};?
\begin{tikzpicture}[remember picture,overlay]
\def\myshift#1{\raisebox{1ex}}
\draw[->,very thick,postaction={decorate,decoration={text along path,text align=center,text={|\myshift|some bent text here}}}] (n1) to [out=45,in=135] (n2);
\end{tikzpicture}
\end{document}

Last approach taken from this question here.