Click on the edge of the square. You'll see it get numbered as "Profile 1". Then, click on the edge of the circle. It will be numbered as "Profile 2". A floating dialog box will appear.
Curviloft typically provides three primary tools to generate 3D geometry from a selection of curves or points: curviloft 18
The most common reason Curviloft fails or produces a twisted surface is because the profiles being connected have a drastically different number of segments. For example, a circle made of 24 segments lofted to a square made of 4 segments is a recipe for disaster. The plugin does not auto-subdivide. You must manually subdivide your square into 24 segments first. Generally, using the same number of segments (or a clean multiple) will give the best results. Click on the edge of the square