If you create a curve in blender you have the options of setting just that. The bevel depth and the resolution then once it has geometry you can make it an editable mesh as well with alt+c.
You can select half, front, back, and full for the sides on the “spline” and from there you can select the depth you want the sides to be, then select the resolution you want them to be as well.
Once happy with your curve and you no further need to change it’s curved shape you can then make it a mesh with alt+c mesh from curve, that will now make the verticies in the curve able to be manipulated individually.