Rectangles are by no means the only primitive enties available in SketchUp. Lines, arcs, polygons and freehand entities can all be used to create shapes. Once the shape has been closed, the Push/Pull tool can be used to extrude the shape in the Z direction. Like rectangles, these shapes can be drawn on surfaces in an existing model.
The figure below shows a shape created with the line tool.

Now extrude the resulatant shape

Lines and arcs

Circles

Arcs and circles on surfaces

