What you need to do depends on exactly what the lines are. If all the lines are strings of connected vertices, like the one selected in your screen shot, then switch to Object mode, select them all, then press Ctrl-J to combine them into a single object. Now when you switch to Edit mode you can select vertices on adjacent lines and press F to create a face between them.
If all the elements are not strings of connected vertices, explain how you generated them and what they are, so I or someone else can help you solve your problem. Good luck.