Create a line in whatever shape you want. I had the idea of a curved pipe - but whatever works! (Fig.01 - 02)
If you need to change the shape, go to the Modify Tab, expand the + next to Line, and choose Vertex (Fig.03). Then you can move stuff around.
Now we're going to make the shape that we'll loft onto the first path. Go back to create and make another line. This one will be enclosed. I made a simple 5-sided shape ... I could have just made a circle instead of the line tool, but whatever! When you click the last point onto the first one it'll ask you if you want to close the spline - choose Yes (Fig.04).
Go back to Create > Geometry and from the drop-down menu choose Compound Objects (Fig.05).
Make sure you first path is selected and click the Loft Button. Then click the Get Shape button and click on the second shape you made (the wonky hexagon in my case) (Fig.06).
Bam! You've got a pipe (Fig.07)! Or whatever it is you're making ... But it's got way too many subdivisions!
Adjust the Shape Steps and Path Steps to your liking (Fig.08).