As well as creating the geometry for the profile of the pocket, you can also select a profile at right angles to act as the wall profile.
Check that you are in Design and that your construction plane (CPL) is what you want before starting.
To create the geometry for a pocket
Create the pocket boundary profile geometry using the commands under the Geometry menu (for example, Line, Arc, Rectangle and so on).
Select a CPL with a side view of your pocket profile using the Select CPL (Geometry menu) command.
Create the wall profile geometry by drawing a line or arc.
Entity digitise part of the existing pocket boundary. This ensures that the start point for the line or arc is at the same height as the pocket boundary.
Define the other end of the wall profile with a free digitise (left mouse click) or co-ordinate input.
Select the starting CPL again.
You should now have a pocket boundary and a wall profile ready to mill.
See Also
Potential Problems with Pocket Walls
Using Different Tools on Pocket Walls