I don’t know why whenever I wanted to select only my custom drawn shape as indicated by the white highlighting here using the Follow Me tool, the whole rectangle is selected. Therefore, I end up deleting other parts of the window frame, excluding the selected surface.
How about sharing your SketchUp file?
It looks like you have some Z-fighting from two faces sharing the same location.
A common thing for new users is getting the profile outside of a component or group and then opening the component/group for editing to run Follow Me. The profile shape has to be inside the component/group with the path in that case.
So it’s exactly as I guessed. The profile is drawn outside of the picture frame component container. It needs to be inside the container in order to use Follow Me to profile the picture frame.
Here, after showing the profile shape is outside of the component I cut it to the clipboard, opened the component for editing by double clicking on it with the Select tool, then pasted the profile in place inside the component. Then I selected the inside edges of the picture frame, got Follow Me and clicked on the profile.
