As you know that in AutoCAD you cannot sketch sections in any 3D commands, so get your section ready before hitting the revolve command. Change the work space to 3D modeling by:
Menu browser> tools> work spaces> 3D modeling
You can see the 3D modeling panel in your home ribbon tab. Go and hit the revolve icon, it will ask for section to revolve, select the section you have already sketched. It will ask you to define axis of revolution, you need to select two points for that. Specify the revolve angle, most of the cases it should be 360 degree. After all this you will get your revolve feature ready.
The section, which you have sketched, could be open as well as close for AutoCAD 2009. If you choose open section, you will get surface as revolved object or else it will be solid.
Revolve is a handy command for axisymmetric objects. If you have a model which could be done by using extrude as well as revolve then it is recommended that you opt for revolve. In AutoCAD 2009 section for revolve could be either open or close. If it is an open section you will get revolved surface or else it will be solid.