Hi Suzanne, you'll only get end caps on the extrude command when extruding closed planar curves. It looks like your curve is not planar and so that's why you're not getting caps on it and only "side walls".

The reason for this is that a non-planar curve like that does not really have a single well defined surface shape that passes through it, there are a lot of different possibilities. With a planar curve the cap shape is very well defined and so can be created automatically.

One option is to try and model the cap surface first like Pilou mentions above, and then extrude that cap surface instead of extruding the curves.

Another option is if you had a 2D planar curve at some earlier point it can be good to extrude that and cut off the ends of that. That's more like generating the non-planar curves as an end result of intersecting other objects with each other rather than trying to build stuff directly from a non-planar curve.

- Michael