In order to extrude an object it bust contain primitive geometry. (Line, Polygon, Polyline, Circle etc) you can not extrude a Plug-in object, such as a column, or things like groups or symbols.
There are a few ways to draw the beam in 3D.
The mast basic way is to use the 2D Polygon tool to draw the cross section of the beam. (It should be one continious closed polygon.)If the shape is complex you can use operations like add surface and combine to get the 2D shape but to start just use the polygon tool.
Once you have it drawn then just select it and extrude it.
Onece you extrude it you will have a 3D only object that you can move in rotate.
The other method is to start with a structuarl shape object and configure the Plug-in object to match your shape. Once you have configured it, ungroup the object (remember you can't extrude a plug-inn object) and then extrude the geometry.