How to do simple 3D text
Select a Text spline from the menu.
Now select a Extrude NURBS from the NURBS menu.
Select your Text spline from the right hand list and a box like this will appear in the bottom right.
Fiddle around with the settings until you get something you like.
(Not all fonts will come out right when made 3d and highly detailed fonts mean lots of polygons to render!)
Drag your Text spine on to the Extrude NURBS and then select the Extrude NURBS.
Only the stuff on the Object and Caps pages are interesting to us.
Play around with the movement and cap settings.
(You really need to just spend some time yourself figuring out what does what, but it's easy anyway.)
And with a little bit of tweaking you can end up with something like this.
Which could look like this when rendered.