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Using Through Curves command, you can create lofted or linear suraces.
Insert --> Mesh Surface --> Through Curves
Solution
If you have three sets of section curves, to create linear surfaces, you would
need to set Output Surface Options --> Patch Type to Multiple, then Lofting
Degree to one.
Notes and References
Hardware/Software Configuration
Platform: all
OS: n/a
OS Version: n/a
Product: NX
Application: DESIGN
Version: V6.0.5
Function: FREE_FORM_MODEL
Ref: 001-6908332