It greatly depends on the shape. The basic NX sheet metal application is meant for straight break sheet metal parts. Some features, such as contour flange enable you to create rounded shapes. However, complex sheet metal shapes can be created either as modeling features with a specific material thickness or in some cases using the Aerospace sheet metal application.
Generally, you may modeling complex boby from Modeling App.
And then, you can convert the body to Sheet metal body with 'Convert to Sheetmetal' command.
If the body has same thickness, the result will successful and you can add Sheet metal Features, additionally.
Please refer this document