You can use the corridor feature for a wide variety of things. The corridor reads a brush set, and build a 2D profile out of it, oriented along X-axis.

Start by creating a 8-sided cylinder, of reasonable length along X-axis :

Then open the corridor dialog box :

Select the cylinder and push the Select button. You will be asked for an origin point. Select the center of the lower X end of the cylinder (picture below).

Then you will have to enter the path to follow. You can do something like that :

When path is done, you can hit OK. Here is an example of what you could get :

You can now try to put the origin point somewhere else in the YZ plane. It will change the way corridor slices are computed.