How do I make this highlighted part of drawing a solid body so that I can than boolean / subtract it later?
All of these faces / planes are connected.
It looks like you are in patch mode.
Fusion has three main ways of creating solid bodies.
In the Model environment you can either create a solid from scratch using Create Form which creates various different solid shapes with faces whcih can be manipulated by push/pull tools.
Or also in the model environment you can start with a sketch and extrude it. as well as the basic extrude tool you can sweep the shape along a path, revolve it around an axis or loft between two or more different shapes.
Alternatively in the Patch environment (orange coloured tool icons) you start with 2 dimensional shapes and thicken them. This tends to be most useful when creating complex hollow shapes.
It sounds like you need to go into the model environment (from the drop down menu in the top left where it says PATCH in your screenshot).
If you are trying to create a solid pyramid the easiest way might be to loft one of the faces to a point on one of the vertices. Alternatively you could extrude one face to the appropriate length to create a prism and then use the other faces as cutting planes for the split tool or possibly extrude them in inwards to create an intersection