You can use a SVG or a DXF in the same way.
Right click on the surface you want to extrude (it will highlight in blue in the sketch environment) one of your options will be a blue looking block with a arrow pointing up called extrude.
Select it.
Enter the thickness of material you plan on using.
Now you will have a gray body.
This is the point you should be entering the manufacturing environment.
Having a body will adjust how the contours are selected, simplifying it.
This topic has a few pictures along with the explanation.