I will attempt to help you out with this. A fuse is basically made up of several cross sections (or bulkheads) a few inches apart each varying in shape getting more narrow from front to back. If you have built any planes from a kit you will know what I mean. So to set up Solid Works to draw a fusealge you first have to set up your planes which wil represent each of the bulkheads. Starting with the front plane (I mean a reference plane, not an airplane), add parallel planes (insert, referece goemetry, planes) at a distance you choose. If your fuse is 50 inches long and you want bulkheads every 4 inches, you need to add 12 planes. Once you have got that done. Draw a sketch on each plane that represents the cross section of the fuse at that plane. When you all done, use the loft tool and pick each sketch consecutively. Solid works will loft the sketches together to form one solid body.

Hope this helps.