Light can form a curve if it travels near a big mass. You are right, photons don't have mass. You are also right, photons doesn't follow Newton's gravitation law. Photons can be pulled by gravity not because of their mass (they have none) but because gravity bends space-time. read more
Light can be bent by gravitational force of any celestial body or any body. Gravitational force is exerted on each and every particle from the largest celestial bodies to the smallest massless (assumed) photons. read more
The first point to make is that while photons (little packets of light energy) do not have mass, they do have momentum, and a change in momentum yields a force, so in actual fact light is able to physically interact with matter. read more
Light gets bent because it travels in space time that is warped around massive objects. Light sometimes passes through space (or space-time) that is warped or bent because of a nearby object having very strong gravity. The light passes through this space in what (from the light's point of view) is a straight line. read more