Hi there! 
The problem here is that those edges (the two on the right or the one on the bottom) are connected to faces on both sides. So, extruding them out would create “impossible geometry”, infinitely thin planes extending from each edge. Technically, you can do this by enabling “Allow Non-Manifold Extrusion” in the ProBuilder Preferences…but we don’t recommend it 
The better option is too pick a path: Blocky with thickness, or pure edge extrusion.
Blocky with thickness: in this modeling style, every shape has full 3D thickness, like in real life. So, instead of thinking about edges, select the face below lower edge, and extrude that whole face outward (any amount), to create a surface that you can then extrude upward, creating the wall. This should do it, however you could also do the same for the side on the right, then delete the occluded faces, and weld verts, maybe even miter the corners… This method requires more cleanup, is less efficient, but can feel more “real-worldy” for some.
Pure edge extrusion: start by deleting any and all faces that the player will never see. Now you’ll have lots of “open” edges, ie edges that are only connected to a face on one side- leaving them open for extrusion. Select the lower edge on that floor, hold SHIFT and extrude it upward to the first cut in the wall, release. Then hold SHIFT and extrude it upward again to the top of the wall. Now drag select all the verts we just overlaid, and hit “ALT V” to weld them (or, click “Weld” in the PB toolbar). This method will be much more efficient (fewer faces to render and lightmap), and can be more flexible. If it works for you, it’s what I’d recommend
Note: if “ALT V”/weld doesn’t do anything, try opening the settings for Weld (alt-click on the button if in Icon mode, or click the + button), and set the Weld Threshold to something like “.01”, it’s a known bug in older versions that Weld might default to incorrect value).
Hope that helps!
