With the Loft tool, you can create complex objects by specifying cross-sections made from faces and profiles of closed sketches, which guide how your object should look like.
Follow these steps to use the Loft tool.
- Draw the cross-sections on separate planes.
In this case, you can see five shapes. The first and last shapes mark the start and end of the 3D object. - Go to Tools > Loft.
- Make sure to select the first closed sketch or filling (cross-section), and select the next cross-sections one by one. These cross-sections are automatically connected.
- Adjust the lofted body by adjusting control points on each cross-section.
- Select Done.
💡Shortcut💡: If you select all cross-sections first, the menu is customized automatically. From this adaptive menu, you can select the Loft tool. 
Take a look at an example of lofting: