RPJD
Start by create the path of the Sweep.
Then create a sketch on plane perpendicular to a curve to position three plane along the parth, this will allow you to create the three profiles you need.
When you will start the Sweep, in the option use "Multiple path and cross section"
See the help topic- Swept Protrusion Command
- Constructing
- Swept Features (sub-topics at the bottom)
Maybe you could also have good result using the loft command
See the help topic- Constructing lofted features
The last one look at Bluesurf
See the help topic- Surface Modeling in Solid Edge
- BlueSurf command
- BlueSurf Options Dialog Box
- Or make
search using BlueSurf in the help