Before starting a curve You don't need any sketch. Just go to the insert - curve - Curve trough XYZ points. Or you can find the icon button like on the picture.
When selecting it a small window appears named curve file
By double clicking on a blank space you will activate the table and you can start typing the numbers.
After typing several steps, in the background you will see the curve appearing.
By clicking the save button on the small window you can save the curve under the .sldcrv extension.
When clicking OK button the curve is made and you can see it on the screen.
The curve can be used for a Sweep path or as a guide curve for a Loft.