Hello I tried the sweep on two rails but it doesn't work.
I make a curve in red round front view, I then make a blue round top view curve to round the lure at the level of the head finally I make a curve for the green round sweeping but it doesn't work.
I look at tutorials I see that I have to reproduce my green round curve several times but how to keep the constraints
I don't know Rhino but what you seem to want to do looks more like a smoothing function than a sweeping function (a sweep being a constant section while a smoothing joins variable sections). It would therefore be good to make several sections on staggered planes (every 20 mm for example if your part is 100 mm).
On the other hand, finishing a smoothing on one point can be problematic. It would be better to finish on a circle of small diameter and close the shape with a half sphere.
"I look at tutorials I see that I have to reproduce my green round curve several times but how to keep the constraints"
That's what I was going to say: in my opinion you have to start with a loft function, but you will need more "section", what "constraints" do you have to preserve?
Otherwise try with the "networksrf" function, I think it can work