Plot two surfaces, and a curve, and then show them together.

(* Change the two equations.  Use double = (==) for the equation *)plotOfSurfaces = ContourPlot3D[{z ==  x^2 + y^2, z == 1-x^2},{x, -2,2},{y,-2,2}, {z, -1,3}, ContourStyle-> Opacity[0.7], AxesLabel -> {x,y,z}]

r[t_] := {Cos[t], Sin[t],0} (* plot the set of all r[t], for tMin < t < tMax with time step dt *)
tMin = 0;
tMax = 2 Pi;
dt =(tMax-tMin)/60;
radius = 0.05;  (* radius of tube *)
(*Change the above stuff, and run the cell *)
plotOfCurve = Graphics3D[Tube[Table[r[t], {t, tMin, tMax,dt}], radius], Axes -> True, AxesLabel ->{x,y,z}]

Show[plotOfSurfaces, plotOfCurve]