How can i create borders to an entire circuit/track? i'm making a highway based on a reference, and right now is working as a plane, but i need to make 'borders' for it, how can i make them? if i select all the edges, i can extrude them, but they still appear as planes, after that, how can i give them volume? or is there any other way to do it?

This is the highway i'm making, is a solid mesh, based on curves, but is still a plane (as you can see on the image of the right) 



And this is what i want to achieve, those 'borders/blocks' around the edges of the highway itself.



Thanks in regards.
Select all the edges, extrude them and then you will have flat faces as borders. Select those faces (with face select mode) and extrude them upwards. You can extrude faces just like you can extrude vertices and lines.