To use the Wrap Wizard:
If the model has been previously unwrapped, the wrap wizard detects this and turns into the Rewrap Wizard.
Select this option on the dialog then select the cross-section curve as the target. An extruded surface is created automatically from the cross-section curve which is then used as the target for wrapping.
If you want to wrap curves onto a surface of a shoe sole leave this option blank and select the shoe sole surface as the target.