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To create 3d curve (it may be 2d or 3d, don't get confused with name) you need to follow following steps.

1. Go to concept > 3D curve

2. Do the steps as shown in Fig 1.

3. Format of the data file should be like this: (every field is separated by space or tab) and also shown in Fig 3

# Group 1

Group No (integer) Point No (integer) X coordinate Y coordinate Z coordinate

Sample File:

# Group 1
1 1 20 0 0
1 2 30 10 0
1 3 20 20 0

4. extension of file is .txt

PS: Sample file is attached with post.