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I think most CATIA users follow the steps you described: sketch the rough geometry, add the constraint, and then double-click the constraint to type in the desired length.
However, another way is to key-in the true length when creating the geometry which automatically creates the correct constraint. This seems to work with most geometry, but not everything.
Try these examples when inside a sketch:
1. select the Rectangle icon and click the first corner and move the cursor to the other corner (but don't click). Without moving the cursor, use the tab key to jump the cursor to the Width field and key in the true width. Tab to the Height field and key in the true height. Now hit Enter to create the Rectangle and the constraints.
2. select the Circle icon, click the center point and move the cursor to the approximate radius (but don't click). Without moving the cursor, Tab to the Radius field, key-in the true radius and hit Enter.
3. select the Line icon, click one endpoint and move the cursor to the other end (but don't click). Tab to the Length field and key in the true length. Press Enter to draw the line.
4. repeat step #3 to draw a Line, but key in a length tab and key in an angle.
Try this for a couple days Wimpie and let us know which method you prefer: the double-click to edit method, or the tab and type method.