Insert a style feature from the Model tab under surfaces. Once inside the style application, create a curve. Hold down the SHIFT key and select each of your points (if they exist as datum points in your model). Creo will draw a curve through each of the selected points. If you don't have any datum points you can create them or just pick unreferenced points as you draw the curve (without holding SHIFT).
In the picture below, I've created a curve through points on a plane in the the style feature (it doesn't have to be on a plane).
You can also do a curve through points without a style feature but depends on how you want to approach the modeling and control it.
