Might want to check out the help file section on corridors, not trying to be rude but it sounds like you might want to run through some of the tutorials and try to figure it out or look into getting some training if available in your area.
In order to create a corridor you are going to need a horizontal alignment, a profile of said alignment with your proposed grade line drawn and your assembly.
You don't extrude along a path as you would an autocad entity, you build a corridor from the 3 things I listed above.