make close sketch on a parallel plan taken above from modal
project it on face from surface work bench
apply pocket operation on projected profile
Here is the example for 2 type pocket.
First one is closed sketch and second one is open sketch.
Answered with a tutorial: https://grabcad.com/tutorials/any-help-for-doing-pocket-opperation-for-an-arc
step 1: Selected the pocket option
step 2: Selected the sketch
Step 3:Go to the "Direction" in pocket option and deselected "Normal to the profile"
Step 4: Now go to "Reference" in the same option and select inclined profile
Step 5: O.K. it