It is actually a pretty simple process.
Usualy what I do is create it as an in-place family. After a while, it might not be a bad idea to create it as a family to use in multiple projects but for now I'll tell you haw as an in-place.
The first thing I do is draw in where the curved beam is going to go using a detail line. Later this becomes the path for my sweep.
Then from the modeling design bar pick CREATE and this will pop up a dialog box that will ask what type of family you are creating...pick STRUCTURAL FRAMING.
Now look at your design bar, it should say FAMILY at the top...this is the in-place family editor.
From the design bar choose SOLID FORM > SOLID SWEEP and this will bring into sketch mode allowing you to create your beam.
Next you need to asign the profile. This is done from the options bar on top. Instead of sketching the profile, hit the load option and browse to PROFILES > STRUCTURAL. Don't just double click on the wide flange as it uses a type catalog. Left click on what ever shape you want once, then select form the type catalog the actual size you need.
Next you have to define the path. This is why I drew in the detail line, now I can just use the PICK PATH option and select the detail line as my path otherwise just use the SKETH 2D PATHoption.
After you have the path you should now be able to finish out your in-place family.
"You cannot escape the responsibility of tomorrow by evading it today. "
~ Abraham Lincoln