there are a lot of ways to create curved shapes in SketchUp and the exact process you use is dependent to some extent on the shape. It might be that Follow Me will do what you need or you might stitch curves together manually. There are a number of plugins that will automate the stitching process based on the curves you have. You could look at TIG's Extrude tools and Whaat's Artisan or TGI3D. Take a look in the Plugins forum as well as the Organic forum for more information on these sorts of tools.