Now that you have the main extruded form created you can then get the ends formed how you want by slicing some material off of them with some profile curves.

So go to the side view and get your profile cutting curves arranged how you want them, something like this:



In the 3D view it looks like this:



Now that extrusion can be cut by those curves using a boolean command - you can select the extrusion and use Boolean difference to slice it up into pieces by those profile curves. If you have a closed cutting curve that will bore a hole, if you want to kind of cut things and not have holes for closed cutting curves removed you can instead use the Boolean Merge command which just slices everything up and doesn't discard any pieces even when you've got closed curves as the cutting objects. When using boolean merge you just select everything all before running the command instead of having the 2 stage selection process of boolean difference where base objects and then cutting objects are selected separately.

So anyway after using whichever boolean command is the most convenient you will get a sliced up result like so:



Delete the parts that you don't want to get the final result:




In general it tends to be easiest to get a curved end on an object in this way of producing it by slicing the ends off of an initial flat extruded block.

The other way that you can do it though is if you build a surface for the piece to extrude rather than just a curve - when you extrude a surface it is able to be capped because that surface can just be copied to the other end of the extrusion. That method would be to build a surface from the cleanly rebuilt 4-sided shape using sweep or network on it, and then select that surface and extrude it. However, the technique shown here of cutting the ends off is kind of more general purpose and more flexible, since you can have different shapes on each end including things like cut with concentric circles rather than a single copied circle shape like you will get with a direct extrusion.

Hope this helps!

- Michael