To start with I think perhaps you're using the jargon of another CAD system to describe what it is that you want to do, so it is difficult to interpret your question.
It seems that you have two sketches that may or may not be co-planar. If each sketched profile is a closed shape it should be capable of being extruded to make a solid body. Depending on whether you intend to extrude one or more sketched profiles using the same vector you may have to perform the extrusion operations separately for each profile.
The second part of the answer is to address what you mean by to do when you say you may need to "combine" the sketches. My answer to this is to start by explaining that there should be no need to combine the sketches. So long as each sketch contains a closed profile that you can extrude to make a solid.
If you can extrude two or more solids from closed profiles described by sketches or otherwise then so long as they intersect one another then you can perform a boolean operation. Boolean operations include Unite, Subtract and Intersect. If you haven't already discovered them then they can be found under Insert>Combine Bodies.
You can also boolean solids at the time of creation, when you're using the extrude dialog for example. To find out more about this and any of the dialogs it is best that I tell you what is available so you can hit <F1> for help on context to learn more about how the dialog works. To begin with if you are just starting to learn NX I think that you need to know about using booleans when you create an extrusion, but I wouldn't advise you to use it that way while you're having problems. It is easier to diagnose the cause if you keep it simple and perform the two tasks separately.
I think there should be enough information here to get you started. If it does not help you then please say so in your next post, and if possible attach pictures of what your are attempting to do so we can better interpret it.
Best Regards
Hudson