This video shows the concept of using the Extrude command in AutoCAD. Visit Tutorial 3-7 for mroe information.
The Extrude command is used to create true 3D objects that can be further modified into more complex shapes. A lot of times you might start with a simple rectangle and extrude it into a box, then modify into a new shape using some of the commands that you will learn in later tutorials.
Once your model is done, you can add materieals to the 3D object and generate a lifelike rendering.