Pick the start of a line that will define the cross-section plane that is perpendicular to the current construction plane. Turning on Ortho or Grid Snap may help you control the section planes.
Pick the end of the cross-section plane.
In the plane defined at the cross-section line, a curve will be created that passes through the profile curves, and press Enter. Once you have made the cross-section curves, you can use the Loft or other command to create a surface through them.
Determines whether closed curves or curves that start at the first profile line and end at the last profile line are created.