You can create several types of 3D curves by using these methods:
Project Curve From a sketch projected to a model face or surface, or from sketched lines on intersecting planes
Composite Curve From a combination of curves, sketch geometry, and model edges
Helix and Spiral By specifying a circular sketch, pitch, number of revolutions, and height
Split Line From a sketch projected to planar or curved (silhouette) faces
Curve Through Reference Points From user-defined points or existing vertices
Curve Through XYZ Points From a list of X,Y, Z coordinates for points

You can then use the curves to create solid model features. For example, you can use a curve as the path or guide curve for a sweep feature, as the guide curve for a loft feature, as a parting line for a draft feature, and so on.