I want to achieve the bases of arches (like at the foreground). I linked vertices with edges (in red) but I don't kwow how to create new faces based on the edges (before extruding...)
If I understand your question correct. This is an easy way you can tackle the modeling you want to do here. I included a gif to show the process, or you can do the following.
You can insert a loop cut by hitting Ctrl + R . Then to create an extrusion, loop select the polygons with alt clicking on the edge of the loop. Press Alt + E to enter the extrude menu and choose either extrude along normals or extrude individual faces.