Well, you should probably start out using the Box tool, not the line tool, and then using "Extrude Surface" with "cap ends" and "remove original" set to yes. Then block out your shapes.
Here's a very quick and dirty example of making a basic car door.
Start with a thin box for the side of the door, extrude the side surfaces enough to give you an extra square poly on the tops to then extrude up into the sides of the windows. Then, extrude the top over to close it in. After that, you'd probably want to start combining polygons to keep the poly count as low as you can.
Obviously its not very good, but I'm at work and this will give you the general idea. There is great deal more work that goes into making this sort of thing to where it looks even remotely like whats in your picture there, but it all follows these same basic ideas.