Why Wont The Faces Extrude With Loops?

I am trying to create a window frame and I have put two loops inside of the wall opening and extruded them to give the effect of the frame. The only issue is when they are extruded there is no face for them :frowning: How would I go by extruding them with a face?

Here is an example:


Thanks :slight_smile:

Select a face and E

A blend file is much more helpful than a non annotated unclear screenshot. What are we supposed to be seeing ?