Do you want to create a x_t within all the parts in a single file? If so, you can just save the entirely solidworks assembly part into a single solidworks part. Then change it into a x_t file.
But be careful, if you save the assembly part as a single part, you will lose all the features. JUST...
You can easily use the weldments feature to create a pipe like the following picture. I don't use sweep to do it because sweep is more complicated. If you just want a pipe or solid beam, you will find weldments is a good choice.
Besides, you don't have to draw a 3D sketch to draw the line. You...
