AutoCad is very weak in this area.
If your completed geometry can be created using spheres, cubes, cyllinders, and cones, I'd suggest making a solid by performing booleans on the above primitives. Then you can explode the solid (once) and be left with a surface.
If your geometry is move complex or organic, I would do the following. Xref in your sections. Bind your xrefs. Explode them a couple of times to make them into lines and arcs. Now you can add the missing lines/arcs/etc to apply ACAD surfacing commands.
I don't remember if you can surface with splines.
If you're trying to bring in a design done in another package, you might be able to forego all this by importing the original solid. Most packages will allow you to expoert as an SAT (ACIS Solid). You can import them into ACAD using the "ACISIN" command. Fortunately, Autodesk includes this command for free and I have found that it is a great way to bring in designs from SolidWorks, Inventor, and parts provided by vendors on the Web. Another method is to use Autodesk's Add-On import utility (I forget what it's called) that will allow you to import IGES, STEP, and one other format.
Hope this helps. loeb@microtech.com