In its most basic sense, creating a solid is simply connecting a series of closed polygons. Each of these polygons should be in its own plane and each of the planes should be parallel to the others. Triangulating polygons that don't follow these guidelines is not impossible, just many times harder.
To begin triangulating your polygons select Model > Triangle Solid > Create. Check the boxes for creating first and last end plate. If these check boxes are left blank the resulting triangulation will not be closed.
Click 'OK' and select the first two polygons. These polygons should start at one end or the other of the solid and continue toward the other end. Do not start in the middle.
After selecting the first two polygons you will be prompted to select a color for the triangulation. This color is used to display the sections of the triangulation as polygons are added to the selection. This color can be changed again before saving.
After the last polygon has been selected, click on the save button in the 'Create' panel that has popped up (by default on the left side of the Vulcan screen). In the 'Save Triangulation' panel type a name for your new triangulation and select a new color if you didn't like the one you have been using to this point.