Subdivide it, select it, and extrude it!
Man this seems THE HARDWAY.
ridix sample is ok for a first try.
There was a ?tutorial about a world-town-like setup using hexagons,
instead of cubes. And the creation was made with parent-instancing
for every vertices of the subdivided plane with the cube.
For the subdivided plane was used a displacement texture (modifier
displacement) to give every vertices a different height and with
a scaled cube as a rectangular solid it was a field of different heights.
One could paint the texture to get special looking heights, like streets…