The black curtains that hang down to the stage level and block the sides of the stage are called the "legs."
Legs are a type of theater curtain that hangs vertically from the overhead grid to the floor, covering the wings and offstage areas from the audience's view. They help create a clean and polished look on stage by concealing actors, props, and set pieces when they are not in use.
In contrast to legs, "arms" and "feet" are not typically used terminologies when referring to stage curtains. Therefore, the correct term for the described black curtains in the question is "legs."