Hi Lang, I've attached an example 3DM model here.

This was constructed with these steps - 2 curves drawn with "Draw curve > Freeform > Through points" using the on srf object snap as described previously:



Drew in 2 profile curves and positioned them like so:



That can actually be the most tricky part to position those kinds of profile curves well - I used Transform > Align > Line to line and also Transform > Rotate > Rotate axis to adjust the position and rotation of those curves.

Then a sweep to build this tapered thing here:



Boolean difference with the cap as the base and the tapered thing as the cutting object:



Note there that I placed the "seam" of the profile curves in such a way that the seam of the closed sweep surface was all on the outside of the generated sweep, that helps to simplify things later on by reducing the number of edges that will be in the final result.

Then filleting:




Hope it gives you some ideas on at least one method to do it! Constructing things that swoop around in 3D instead of being flat is definitely a lot more challenging. You have to exercise a wider variety of tools and transforms.

- Michael