It sounds like you are starting with a 2D curve. Are you just wanting to drag it along a third dimension, as if making a circle into a cylinder, but using your shape instead of a circle? That is fairly simple, if you have at least rudimentary Blender skills.
I'll assume you've successfully imported the 2D shape and can view it in the x-y plane. Tapping '7' on the numeric keypad will show the x-y plane flat-on.
Go into Edit mode (tab key, or the mode drop-down list). Select all vertices. Switch to a side view with '1' on the numeric keypad. Your 2D shape is seen edge-on. With the mouse cursor near the shape (it doesn't matter with Blendeer's 3D cursor is), tap the 'E' key. If a popup menu appears, pick "edges only". Tap 'Z', then move the mouse cursor upward however far you like, and click the left mouse button.
Do you want the ends of this shape closed? Select all the vertices at one end, and tap shift-F. This will automatically add faces to close that end. Repeat for the other open end. Drag using the middle mouse button (scroll wheel) to rotate the view so you can inspect the result. Save, render (F12 key), and good luck.