Name the curve in Curve name field.
Select the surface in the drop down list box or click and select the source surface with the mouse.
Click and select the edge with the mouse.
Set the Join adjacent loops checkbox as necessary.
Join adjacent loops connects the curve to other trim loops that may be present in the source surface. You may need to use Undo so you can set/unset this checkbox to get the desired curve.
Click Finish (or OK if you’re not using the wizard) to create the curve.
More about Curve from a surface edge