I want to make this kind of round cage.
a quick way could be:
make a sphere, increase the isocurve desnsity, then use ExtractWireFrame to have all the curves and then Pipe:
If the intent is to have one family of wires overlapping the other as shown in the picture, you may add an extra step.
One way could be to offset the sphere surface, then extract, then ExtractWireFrame, then Pipe the U/V curves separately.
There are other ways apart from ExtractWireFrame depending on the needs and purpose.
Paneling tools is a rhino plugin that will allow many ways to make grids and wires.