If you need to connect two profiles with a curved path, you can choose from different solutions, but perhaps the simplest one is what I'm about to show you...
Video Transcript
In Blender, there are several ways to achieve a goal. If you need to connect two profiles with a curved path, you can choose from different solutions, but perhaps the simplest one is what I'm about to show you.
It's enough to have two edge loops available, select both of them, and use the Bridge Edge Loops operator, paying particular attention to increasing the value of the Number of Cuts parameter in the operator's tab.

The operator's tab is available immediately after applying the operator and should be opened before performing any other operation; otherwise, it will disappear, and you won't be able to modify the parameter of interest unless you redo the operation from the beginning.
This tool can be used with different profiles, not necessarily circular ones.
The two profiles do not necessarily have to have the same number of vertices, but obviously, in this case, the operator will also create triangular faces, and in general, the final shape may present some issues.