After searching on this topic, I found a long list of postings.
I spent a substantial amount time reading the postings that had "answers" to how to create a Composite Curve in Wildfire and trying to actually execute the instructions I found... none of the "answers" I found worked as described.
I finally stumbled onto the correct procedure and figured out all the sequence specifics myself.
It seems tedious and involved, but once you know the steps it's not that bad.
HOWERVER (Rant Time) - Why PTC could not have simple left in the command "Insert Datum Curve Composite" for Wildfire is beyond me.
It seems that ever since PTC purchased Computervision, they've made more and more stupid and idiotic decisions when it comes to command execution and system performance (model check absolutely drives me freaking nuts!!!!).
They brought in all the freaking idiots from Computervision and ProE went straight down the toilet.
This is a definitive descriptionstep-by-step for creatinga Composite Curve in Wildfire.
Pick a curve feature in the graphics window so that it is hilighted red.
Pick the same curve AGAIN so that it hilights in a bolder/brighter red.
This second pick is done without any ctrl or shift keys... just a second select-pick.
Then <shift>pick the FIRST curve to be joined (yes-this is the THIRD pick on the first curve) and HOLD DOWN THE SHIFT KEY and pick all the curves to be joined.
Note: the curves must be picked by putting the mouse cursor on the curve segment that first joins the curve to a previously selected (already highlited) curve.
At this point the entire string should be hilighted in bold/bright red.
Press <ctrl>C to copy to the memory buffer.
Press <ctrl>V to paste from the memory buffer.
You are now entered into the (original) Insert Datum Curve Composite command.
You may set the Curve Type here to either Exact or Approximate (Exact is default).
You can finish the command by clicking the green check-mark.
Note: when picking the curve sequence, if you use <ctrl>pick instead of <shift>pick, the curves hilight as if everything is fine. Except when you do the <ctrl>C - <ctrl> V, to copy-paste, you don't get anything.
It doesn't work with <ctrl>pick.
You now have a single curve showing on the model tree.
If you are using this new single curve feature for subsequent commands (sweeps, cuts, etc...)
you may want to HIDE the original curves and save your layer status.
The new composite curve is dependent on all of the original curves that were used to construct it.
Therefore, you cannot suppress the original curve segments.
To make changes to the composite curve, edit the original segments.
With all of your initial picks it sounds like you are scrolling thru the "smart" preselect highlighter to get to the "geometry" level. (I keep it turned off) You can also directly choose the "geometry" level in the lower left of window pick option, then select the curve feature geometry.
Another way is to select one segment of the curve then <ctrl>C <ctrl>V. Once inside the copy feature, you can click chain details button and finish selecting the rest of your curve segments. The shift click would also work once inside the copy feature.
BTW, if your desired curve is 2D, it can be converted to an approximate curve inside sketcher by selecting the sketch segments then "edit > convert to spline"