The trick to rounding cardboard without creasing it is to spray it with water and wipe it dry immediately so that it does not become soggy. It is best to wait a little while, or even let it dry, and your cardboard will be more malleable. You can then shape it as you wish.

For thin cardboard, 1 mm for example, spray it and then let it dry, and you will see the cardboard curve on its own.