problem in loft between a circle and hexagon

If you upload your model it will be easier to troubleshoot.
I made a model according to your values, and the 4mm radius arc falls beneath the circle profile, that will cause an error. See the second attached image.

Farzad,
I've attached a sample file for you to review.
1. Sketch3 is under-defined. Make an edge of the hexagon vertical or horizontal. Without it, your guide curve never attaches correctly.
2. Sketch4 is under-defined. It should connect to the the two profile sketches. I'd add tangency constraints as well.
3. Sketch2 is too large. You are asking this loft to travel horizontally with no thickness, and then follow the guide curve up to the hexagon. It won't work. I've added a new sketch with a diameter that connects to the guide curve. The result is the same.
4. You don't always have to use piece and coincident relations between profiles, paths, and guides, but it is a good practice.
5. I added in several guide curves to help form the shape. These are copies of (from the derived sketch command) the original guide sketch.
6. I split the circle profile into a matching number of segments with the hexagon. This is not usually needed with a circle, but any other shape wil need a matching number of points to blend correctly, so it is a good practice to get used to.

You do not need guide curve if you solidly work with surfaces !

Answered with a tutorial: https://grabcad.com/tutorials/problem-in-loft-between-a-circle-and-hexagon--1

When you perform a scan does not use a guide curve if it is not necessary. Your bend radius is certainly not necessary and certainly not better than tangeance profiles and surfaces. Surface tools are more effective for the majority of the scans.

Thank you Fred, you got me right I add the images here cause it seems only possible here, and no , my case does not fall under the circle, cause the hexagon is smaller

Answered with a tutorial: https://grabcad.com/tutorials/problem-in-loft-between-a-circle-and-hexagon