The sweep has two components: the path and the cross section. You can use multiple cross sections so the sweep works more like a loft. The path has to intersect all cross sections. If you are making a solid, the cross section has to be a closed profile, whether you use a loop or a chain to select it is up to you, but it has to enclose an area. I don't think you can use a region (the enclosed area itself), so the sketch has to be "clean". The path can be an open or closed loop. For example, a U shape would be an open loop, while an O would be a closed loop.
I think in a sweep you can't have a cross section like a Q, or even a T.
Do you have something specific? Sweeps can be a big topic to try to explain in a couple of paragraphs.
You can start Youtubing at the link below, and then watch the panel on the right of the Youtube window for more suggestions. There is a fair bit of stuff, not all of it in English, but possibly helpful anyway.