Hi Ryan, so you need to keep on building more pieces before you'll have a solid.

For example one way you could start to do that with what you currently have is to select 2 edges like this:



And then run the Construct > Loft command to build a surface between them:



If you repeat that on down the row there you will then gradually fill in more pieces there and you can then select those pieces and use Join to glue them together into a solid.

But this is a somewhat more tedious way to build things in little fragments like this, things can go a lot more quickly if you build your initial curve structure to have longer curves so that larger pieces of your model are built more right from the beginning.

Or because your shape here seems to have some repetition to it, building one segment as a solid and then duplicating it, then unioning those pieces together could be a good way to go.

I'll see about posting an example for that...

- Michael