Is it possible to create a knurling tool for surfaces with a radius?
As far as I know, there is NO separate knurl-making tool or feature in SW. There may be one in newer versions than 2010, i am not sure.
Making knurls on planar faces can be done by cutting a triangular strip away and repeat that using linear pattern. Than cut away another triangular strip under an angle, and repeat that with linear pattern as well.
For cilindrical shapes, try the 'wrap' feature, which I havent used myself yet...
Another way may be to draw triangles all along the round section of the cilinder, where ypu want to have the knurls start and where you want to end them. Then use Cut Loft, select both series as profiles, and make it twist with a path OR cut it away and use the Tools>Features>Flex... tool to twist the lofted cut.
I hope that helps. If not, ask the man who has made knurls on his LED torch. He might know how he has done that...