There are a couple of ways to do this. First, using the spline modeler, you can do this in the spline room the the pipline extrusion option and preview in the preview window what is going on in the scene (this is a good choice for draped, connecting shapes). The second way which is good for tubing on objects, is to work in the vertex room on the actual object, draw path where you want the tube to go and then sweep a circle along the path - it's super fast and easy. Then you can smooth the tube if required.

Mark