Cross sections are typically created only for section views in drawings.
Are you talking about creating a planar datum curve?
My guess for what you want to do, create a datum plane where you want the curve or sketch to be. If you want a curve, create a curve at the intersection of the plane and the model. If you want a section sketch, use that datum plane as your sketching plane. Then when choosing sketch references, select Use xsec. And/or use the Use Edge icon for creating geometry.