Extrude a face? Interesting.
If you want a slot that follows the spline around the surface of the cylinder, like a cam slopt, you could sweep a rectangle along the 3D sketch. It could be a Wrap feature will help you get what you want. If you just want to make a hole shaped like the spline, just use an extruded cut. Of course there are about a dozen ways to do both of these things, including surfaces and solids, each with a bunch of caveats for when they will or won't work, also depending on what it is that you're trying to accomplish.
The first step is always learning how to ask a question properly.
Why did you decide to use a 3D sketch? What is the function of the part?