Here are two surfaces that I want to have a 3D curve sketch where the two intersect.
In this example there are two surfaces bodies used but you can do this with any two faces (even solid bodies) that intersect.
Have your two faces that intersect ready.
Now select the Intersection Curve as shown
Here pick the two faces and then hit the green check. SW stays in this command until you either hit the check twice or hit Esc. Key.
Now you have your 3D sketch curve, notice you are now in a 3D sketch mode.
Here is the intersection curve by itself as I hid the two surface bodies.