Do I need to create a surface?

I have scanned a part using the renishaw cyclone machine, and I have IGS and DXF files exported from there and all I need to do is loft it through. I have been advised that I will need to create a surface however the imported files already have the sketches and curves but still I cant loft it through. If anyone can point me in the right direction that would be geatly appreciated.

I have attached the DXF file

p.s. I have imported this as a 3D sketch, 2D sketch but neither, 2D sketch lets me work with sketches however 3D comes in as curves and I can do much with it. So I imported the scans indiviudally and put them on different planes to see if I could loft it like that, and that still doesnt work.

SolidworksSurfacing