Hi Mala, yes like Pilou says above you need to place a point object for the last profile of the Loft.

You can draw in a point object using Draw curve > More > Pt. It should be placed in the same plane as the ending curve, like this:



You can then select these 3 curves and also the point:



And then use Construct > Loft with the "Loft Style = Loose" option:



- Michael