If you know where you plan to attach the roll cage, model this reference geometry first and constrain to it with the rest of your cage. I will omit this step in my example.
Curvy pieces will require the 'swept boss/base' command, straight pieces can be created with 'swept boss base' or 'extruded boss/base'.
Use 'project curve' select 'sketch on sketch' to combine two sketches (such as top view and side view) into a '3d' curve to create paths for tubes that sweep in 3d.
The paths for 2d sweeps can be constructed with 2d sketches on planes.
'Delete face' command is often your friend when it comes to cleaning up loose ends.
If the cage is symmetric, consider modeling just half of it and 'mirror' the body to complete the model to make the job easier.
AttachmentsPart2.SLDPRT, 283 KB