The two main options are either first make a surface model and thicken it into 3d solid or make a 3d solid and hollow it out. I feel like it is more a personal preference which one to favor. I use both, the latter one more often perhaps. Hollowing out a lofted solid has the advantage that the ends of the loft are actually planar. So the workflow might look something like: make two profile sketches using splines or arcs -> loft a solid between them -> hollow it out -> using the same profiles extrude out formers/bulkheads -> offset their outer surface inwards by the thickness of the foam. There are many ways to do it and trial and error is the best way to find ones own method