Hello George, No you are not doing anything wrong, you're just learning out what you need to ask Rhino to do for you.  I downloaded your "untitled" model file and fiddled about with it and came up with this. If you offset your original rail curve 1 unit to get your inner curve and then "fit" both of the curves to 0.1 units and then "rebuild" them to 120 points, you'll get your starting curve set. Raise the inner curve to the height that you need for the roof and make it a surface using the "surface from planar curves" command. Then extrude your outer curve down 5 units. Here's where you let Rhino do the work, use the "blend surface" command to join the two surface edges with a VERY freeform surface. You can use this surface as a starting point for final (poly)surface. Like I said, I was just fiddling about to get this image. The more that you can control your curves the better the output will be.

Experiment with the different surface tools to see the style of surface that they make and use the parts that you like to form the surface that you need. If this is going to be a "real" structure, you need to keep in mind construction costs. I would hate to figure out how much this one would cost to make!

I must not fear.
Fear is the mind killer.
Fear is the little death that brings total obliteration.
I will face my fear.
I will permit it to pass over me and through me.
And when it has gone past, I will turn the inner eye to see its path.
When the fear has gone there will be nothing.
Only I will remain. 

 Frank Herbert, author of Dune