Hello, as you can see on the attached image, it uses the "fill surface" function in french fill surface, with the parameters of the sketch of the end of the shape (sketch2) and the function that has just been created (blend1). screenshot_2015-02-17-17-13-21.png
You have to click on the surface or on the function representing the surface (fitting? Smoothing?) in the list on the left so that it appears as a medium.
Support is on your last image and I'm just talking about the list on the left (which is called the build tree in SolidWorks), on the first image I posted.
Indeed, with the "filling" function, either you click on the "Connecting surface" function in your tree, or you click directly on the surface after with the contour selected.