Come up with a way to create a flat edge that is unfoldable. That's going to be the only way you can get SW to create an edge flange/tab.
Even if it means you have to customize the loft to a flat point to accomplish it. Otherwise you're not going to be able to unfold it.
I don't know how exactly your part is shaped so I can't give more advice than that. Organic/lofted shapes with sheet metal don't work out so well. You can do some cool mitred edges and angled turns, but unless it's a consistent flat sweep you'll have issues.
Can you post a picture of what you're trying to do?
James Spisich
Design Engineer, CSWP