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Tutorial below :)
Step 1
Start by creating a sketching on the front plane. Make sure you relate the center point to the origin. When done, just exit the sketch.
Step 2
Next select the top plane and create a new sketch.
Step 3
Start the sketch from the origin point and create a sample line. Exit the sketch after done.
Step 4
Select the sweep option from the boss/base tab.
Step 5
Select the circle as the profile and then the snakey sketch as the guide. Congratulations on your new sweep! Keep experimenting to try different sweeps :)