Hi Steve, yeah if you wanted to construct the side walls manually from just those edges, you could do that by selecting a pair of edges at a time and then using the Construct > Loft command to build a loft surface between those 2 edge curves.

Then once you have build up the 4 sides you can select those sides and the outer piece and use Edit > Join to glue them together. Then since the other openings are planar the other ones can get filled in by selecting the whole shape and doing Construct > Planar to build planar end caps on those spots.

But basically you use Loft for doing a "bridge between 2 curves".

EDIT: Burr beat me to it again! :)

Burr's method is kind of more efficient because by joining the 4 edges into one curve you can then do just one loft between those curves.

- Michael