There are two ways to create extruded features, from a sketch profile or from a primitive.
When you create extrusions from a sketch profile, the extruded result that you specify, such as a solid, or a surface, determines the geometry that you can select. For example, when you specify a surface extrusion, you can select open or closed loops made up of sketch curves, or projected face edges. When you specify a solid extrusion, with no preselected geometry, you can select either curves or regions. If you preselect a region, you cannot select individual curves or loops to extrude, and if you preselect a curve or loop, you cannot select a region.
Creating sketch features from primitive shapes automates the sketching and extrusion process. In the Primitive panel, you can use Box to create a square or rectangular feature or body, for example, or Cylinder to create a cylindrical feature or body. You select a start plane for the sketch, define the profile, and then create an extruded solid.