How to convert !d to 3d object in hfss
First of all use Modeler>Boolean>add command to add all the lines to make it single 1D structure
Then use one of the following depending on your model
1. Modeler> surface>move faces>along normal or along vector
2. Modeler> surface>sweep face along the normal
3 Draw> Sweep>around axis or along vector or along path
Explore help examples about these commands
How to assign material ?
Once 3D model is created just right click the model and assign material tab and then select the material of your choice.
If you do not choose any material then by default it is PEC in HFSS
You can also try to change the 2D objects in to 3d by assigning the thickness of the material....
Modeler>surface> thicken sheet
give the thickness or increment value in desired direction....
then it is converted as 3D object and assign the required material.