I took the s1223.dat file from UIUC and edited it, by changing spaces to commas and adding a "Z" coordinate, and then changed file type to .sldcrv.
It came in just fine using "Curve through XYZ points". Start a sketch and "Convert Entities", and pick the imported curve. Then I deleted the "On edge" relationship in the sketch, and scaled it up x11. Seemed to work OK....