But looking at your example you would probably want to use sweep 4 times, one sweep for each line.
Then for the indentation in the front that looks like using Edit > Trim to cut a hole in the front part, then build a planar elliptical surface and then use Construct > Blend to make a smooth blend surface between them: http://moi3d.com/3.0/docs/moi_command_reference7.htm#blend