The only ways I know that you can bend plywood are either by steaming it or lightly soaking with water and neither of these are easy to do. Unless there's a good reason to use plywood try your local DIY store who should have the new bendable blockboard which'll bend no problems
ive seen it done by cutting a series of slots on one face of the wood at the point you want to bend. It thins the material and allows compression or tension depending on which face you slot.
Bending plywood of that thickness is very difficult, it is much easier to bend 5 pieces of 3mm ply or for very tight curves 10 pieces of 1.5mm ply and glue them together in the shape that you want them to be. ( 1.5mm ply is quite expensive compared to thicker ply )