Hi wagurto, welcome to the forum!

To make your shape you've got to get some outline curves arranged, here is a recording of one method:



Some various things that happen in there are - I draw a rectangle, hold down the Ctrl key and rotate (this is using the v2 beta) to make a rotated copy, position them so that they overlap and then select them both and run Edit/Trim. Right-click or push "done" at the prompt for selecting cutting objects since you want to each object with the other. Then select the pieces to remove and right-click or push done and the basic line structure is there.

Then I joined those 2 pieces together into 1 curve, and then ran Fillet to put in rounded corners at those 2 sharp points. That's actually just to trim the lines back to make some space though, that rounded arc is then discarded later.

Then move one set of lines up in Z, and select pairs of ends and do Blend to make a smooth connection between the pieces, join them all together and do Loft to make a surface.

Hope this helps!

- Michael