Pierre,
I can't explain why those letters don't extrude, but I can tell you how to extrude them.

Click on the letter, then on the edges of the surfaces. Ctrl-c to copy them, ctr-v to paste them. The edit/join to form a closed curve - check in the top right hand corner. If not a closed curve you've probably missing part of an edge.

Once you have a closed curve extrude works fine.

Mike.