UK,
I apologize for my short answer earlier, but it is a broad subject and you only asked if it were possible. Welcome to NX.
Shadowspawn's modeling method is a very good one. Associating your geometry back the absolute csys (or datums defined from it) instead of local geometry is called horizontal modeling. It makes it much easier to change later, especially in complex models, since you limit the interdependency between features. I have also used both of the extrusion (or whatever) methods he mentions, extruding entire sketches and extruding only certain sketch geometry. As you gain experience with the system, you will find that there are usually many ways to accomplish the same thing, some better than others. For example, you don't have to use the sketcher, though it is a powerful tool.
So if you come across a problem you can't seem to figure out, it can help to put it aside for a short time, check out the help files, if you can get access to them, and tackle it again from a different direction. While the help files have much information, they sometimes lack in aiding in technique. You can also check out the UGS BBS (you will need a web key account)in addition to this forum for answers . Some mighty smart people both places.