Use "Knit Surface" command and select Try to form solid if you want to create a solid model from the enclosed surfaces.
In addition to Deepak's suggestion, if the part is like a sheet metal part, you can thicken your surface to get a solid part.
For knit surfaces to work you need an enclosed volume, if there are still holes that need to be filled try to use Insert - surface - fill - you can select fix up boundary, merge result and try to form solid from the Fill - options.
Using the thicken comand can make a surface have volume but depending on your edge angle it does not always work very pretty.
You could also project an extrude off of the surface changing the "from" under extrude to surface / face/ plane. Or try setting up a plane up parallel to the surface and converting the edges of the surface to a sketch and then extruding from the same surface any distance you would like - this can avoid some of the edge problems you get if you thicken too much.
If this doesnt answer your problem I woudl like to see or read an explanation of the part that you have questions about.