Create faces, to get 3D intersection spline

I want to create a 3D spline, to design a 3D pipe (exhaust)
May we create face or surface, and intersect them?
See drawing attached. Sorry for the strange language

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Good tutorial here on 3d tube/pipe

Sketch out your curves and project them onto the curved surface.

Sweep the projected curve.

You will be able adjust the pipe afterwards as well.

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Many thanks. I will try asap and let you know