There are two main types of curry. In a dry curry the spices are ground and cooked in the ghee or oil. Their flavours are soaked up by the vegetables, and in the last stage of cooking the lid is taken off the dish, the heat turned up, and the vegetables cooked until crisp and the sauce largely evaporated. By adding yoghurt to this method of cooking, you will create a dry curd curry.
The other main type of curry has a good amount of sauce with it, which can be thickened with either gram flour or coconut milk, which will give a rich and delicious flavour. Remember, coconut milk is high in saturated fats, so use it judiciously.