In order to define the boundary of the solid, it is often more convenient to work with individual surfaces. That is, entities that have zero thickness and (typically) 4 edges as a boundary. It is relatively easy to design a series of individual surface patches (parametric or freeform) to define the overall look of your model, merge them into quilts, and eventually use those quilts to define the solid (either by thickening, replacing existing solid surfaces, or forming a closed volume).
The problem with working in solid modeling all of the time is the fact that there are a series of "rules" that the model has to conform to so that Pro/E can derive the model's mass properties & such.
Since surfaces have zero thickenss, the rules which Pro/E uses to define them are a lot more forgiving. So you can achieve certain geometry in Pro/E with surfaces that would technically be impossible (or just impractical) to do using solids.
Another benefit to using surfaces is the time it takes to regenerate them. Since Pro/E does not have to update the model's mass properties after a surface feature, it takes a lot less time for a model to regenerate when compared to solid-only models. The best practice in this case is to define as much as possible in surfaces, Solidify these surfaces towards the end of the regeneration sequence, and then add any other solid features (screw bosses, holes, ribs, cuts, etc.) as needed.
Hope this helped
Mark