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Make a V-shaped cut right beneath one of the bamboo nodes. A node is one of the joints in the bamboo pole that looks like a knee and divides the cane into segments.  Make your cut narrow if the bend you desire is slight. Make your cut wider if the bend you need is more dramatic. The cut can be as deep as two-thirds the diameter of the pole. Cuts can be shallower for less dramatic bends. Cutting near a node makes this alteration less visible. Secure it either by lashing it, or using an adhesive to set your bamboo in place.

Summary:
Cut your bamboo. Make multiple node cuts in the same cane to create a circular shape. Bend your bamboo into shape.