You can do that by using an image editor (paint.net, photoshop, gimp) -> create a rectangle with round corners -> save the image as png (so that alpha is included) -> import this image in your touchGFX project and use the Image widget to add it to your screen.
You could simply use a box, and then have corners with alpha in some sizes to create the rounded corners. Depending on what you're doing you may experience performance issues since we cannot use ChromART to draw the kind of shape you're after.