You haven't given us enough information to provide a specific answer.
If you have 4 separate objects, then at Object level you can use the Combine tool to merge all 4 into a single object and then extrude that.
If you already have the 4 polygons in a single object, then perhaps use a Group sop to create a group and then extrude the group.
If however you have 4 separate polygons and you want to join them together first, then you'll need to join them in some fashion and extrude that result.
In the first two scenarios, you will likely need to turn off the “local control” of the polyextrude handle to extrude all 4 polygons together.
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thanks for your comments and i attached a image .. please check it there u can see for face .. i want combine them as single and then i want to extrude that face … but if i am making grop also its not work .. both scree shoot is attached and please let me know how can i do it