If you mean the ring near the cap, you can add that later with a revolve.
You can either begin with a surface and thicken it; you can make a solid and shell it; or you can provide a thickness when creating it. (<= that is pretty much a generic response) Do you have a picture of what you are trying to create?
Have a look at this... Using Datum Graphs in Relations
Actually i didn't have any picture. I just seeking what all are the features can be used in the swept rather than using revolve command.
If you are using the full version of Creo, please download the file included in the link. You can open the part file and step through the part to get an idea as to what features are used for various operations.
You question is very broad. If you have more specific questions, it will be easier to answer.