Welcome to the forum.
I'd suggest creating the Part within your assembly (Insert > Component > New Part). That will create a virtual part, which means it exists only within the assembly and isn't a stand-alone file like conventional parts. You can save it out as an external file later if you want. Anyway, you can create geometry in this virtual part just like in any other part, and while editing it within the assembly you can reference other parts, sketches, etc.
Next, while you can use Sweeps in this part to create your tubing, I'd recommend creating a library feature part (.sldlfp file) consisting of the cross-section of your tubing instead. This will allow you to create your tubing with the Structural Shape function on the Weldments toolbar. There are several advantages, such as eliminating the need to create multiple profile sketches if you have more than one sweep, and SW will also generate the lengths of the bodies as cut list properties, which is often helpful. I occasionally have cables in my assemblies and this is the method I use.
If you aren't familiar with the Structural Shape function I'd suggest doing the Weldments tutorial in SW. It will be well worth the time.
Feel free to come back if you have more questions.
Thanks for the quick response! I am unfamiliar with the technique and will put the time into the tutorials.