Hi Guy,
I have some curves but I can not make solid by loft command
Please see my file to help me modeling one solid
Thanks
4718.test.dgn
Think I understand what you are trying to do.
You might have to add a guideline so the loft is followed. The tool you should be using is the Loft Surface Tool. You can then convert the surface into a solid.
https://buddi.bentley.com/WebService/HelpRedirect?ProductId=1000&ProductVersion=10.14.0.0&language=en&docID=ParametricLoftSurface
Also for the profiles make sure that each is made up of a single element you can use the create chain tool for that.