There is one caveat with that: if you want the curve to form a loop or cross itself in one plane, you will most likely have to do the "intersetc" curve in pieces where the curve would "cross" itself in one of the sketches. This was MUCH easier to do in earlier versions of Pro/E because ALL the datum curve commands were in one place, instead of scattered due to the "lead vs. follow" (Ugh!) interface. I usually route wiring outside of cabling doing this because you have more flexibility in your routing, and can force the wire trajectories and volumes NOT to cross each other, which you cannot do in cabling. Good luck.
