In the figure shown, look at the spline model / character. You can see that the inner vertices has been pulled out. Now its your turn. Select all those inner vertices (dont select any lying on the perimeter of the profile), and pull them out in the perspective view in 3D Studio MAX ( 3ds max ), using the Move Tool. Please don't forget to turn on 'Area Selection' from the Modify panel before you select the vertices.
Now that you have given the profile a 3d shape, let's see how it looks. Create a reference copy, assign a new material with 2-sided property turned on. Don't forget to move the reference copy slightly apart from the profile model / character, as we usually do in 3D Studio MAX ( 3ds max ).