Here we go!
Step 1: First you will select the lofted surface tool. You can find it by going to Insert > Surface > Loft.
Step 2: Next you will select curves to define the profile of the surface. I find that, most often, you want to select the shorter curves as a profile. Selecting the longer curves in a boundary can cause errors. After you select curves 2 and 4 you will be given a preview of your surface. Obviously this surface does not match up to our blueprints. We need to pick guide curves and that's where the other two projected curves come into play.
Step 3: Choose curves 1 and 3 as your guide curves. You will now be given a preview of the finished surface. Check your top and right side views and see if this surface matches the blueprints. There are other options and parameters you can mess around with, especially if you already have an adjacent surface next to the one you are creating, but I will show you that in another tutorial.
Step 4: After clicking okay your surface will show up with default appearance with the curves highlighted in blue (Solidworks 2010 default). You can choose to hide the curves if you wish.