To build the desired shape :

Use the tool adapted to the desired result (see all the tools of PartDesign) :

NB: Below, only the most used tools are listed   (choose tab) :

Pad
extrusion of a sketch

Revolution
revolving a sketch around an axis

Additive loft
smoothing along 2 or more sketches

Additive pipe
sweeping one or more sketches along an open or closed path

Additive helix
sweeping a sketch along a helix

Pocket
extrusion from a selected sketch

Groove
revolving a sketch around an axis

Subtractive loft
smoothing along 2 or more sketches

Subtractive pipe
sweeping one or more sketches along an open or closed path

Subtractive helix
sweeping a sketch along a helix

Hole
(countersunk, tapped, ...) from a selected sketch