To Create a Solid by Lofting Section Elements

Select the Loft Solid tool.

Loft Solid tool setting opens.

Note: The solid created will be a parametric solid by default. This will help you in editing it later.
In the tool setting, click Loft by Sections.
Select the first section element.
Select the second section element.
(Optional) To select more section elements: hold down the Data button and drag a line to select the profiles, select profiles using data point or use window selection.
(Optional) Modify the profiles. The direction of the red arrow can be changed and the location can be moved by dragging the rotation ball.
Enter a data point to accept the final result.

Example of Solid Loft by Sections

Example of Solid Loft by Sections with Segmented Loft

Note: To obtain the desired curve, the location of a Start Point for each profile element must be identical. You can drag the rotation ball attached to the start of the Direction Arrow during the preview state if needed. Also, every element's Profile Curve must follow the same Curve Direction. The curve direction can be toggled by using a data point.

The first figure shows Lofted Solid obtained when the Start point for every element is different and the arrows are in different directions. While in the second figure start point of every element is identical, and the arrows are unidirectional to obtain a specific Lofted solid.