You can find Mathcurve under helper objects from Mathematic category. As you create an instance of Mathcurve two objects will be appeared in the scene. An undulating dummy object represents the Mathcurve object and a simple straight line that is actual shape. These two object are linked each other therefore transformation applied on one will effect on another. You can use the shape object inside other objects or to make geometries such as lofts.

Note: don’t delete the spline shape while the helper object is exist. It’s recommended that you remove both objects from the scene in same time.