Reconstructing a surface from closed curves is not a trivial operation.

Are the curves all planar? Are the planes parallel? Then you can import them by installing SlicerRT extension and doing the same as it is done in the OsiriX ROI importer:

If curves are on arbitrarily oriented planes then it is more complicated but even then there are many options available to reconstruct. For example, you can straighten the centerline using Curved Planar Reformat module (in Sandbox extension) and import the parallel contours as segmentation, then warp it back using the reformatting transform to the original geometry. Alternatively, you can rasterize each contour to a binary labelmap and then use Volume reconstructor (in SlicerIGSIO extension) to reconstruct a Cartesian segmentation volume from the oblique slices.