Unable to create solid or loft surface

You will have to merge al the surfaces together before converting to a solid, so they enclose some volume.

Use the "Stitch Surfaces" tool. select all the surface and stitch them into 1 closed  surface

You can then use the convert to solid tool to convert the surface to a smart solid

You should be able to use Loft By Sections option. 

1. In the Loft Surface settings enable Force Start Point at Selection Point, Close Loft and Segmented Loft 
2. Select the b-spline profiles (hold ctrl key to select more than two profiles)  Note that the order of selection is important
3. To preview the lofted surfaces, data point to accept the profiles.
4. The direction arrows on the profiles should all point the same direction. If not Click on an arrow to change it's direction.
5. For a more consistent rule lines enable Rebuild Profile Curves and set the tolerance to .05 (the default setting of .01 doesn't seem to work) 
6. Data point to a create a Smart Surface. 

From the Solids tools use Convert to Solid to convert it to a Smart Solid.

I hope this helps.

Regards,
Ron

Hi Ron,
Thank you for your reply. I stitched all the surfaces together but when I want to convert to solid and point it at the surface there is a "No Entry sign" saying "Element not valid for tool smart solid/B spline curve" . DO you know what is wrong ?

I'm not sure why that isn't working for you.

Here's a video screen capture showing the method I explained in my previous post.

Ron, Many thanks for showing me how you did it. After many tries I finally I get it. challenging for a beginner. The sequence of picking the lines matters.

Just some questions .Why did you use reverse direction on the last profile and then you reversed the third one ? Which mouse key did you use to preview ? Left click or right click ? What is the effect of rebuild profile with a tolerance ?
Thanks again.
Law Sp