Not really sure what you are trying to do, but what I think you are asking is how to place holes where the sketched circles are. If you use the Hole command, you can use the circles to locate the Holes. Or if you just select the regions in all the circles you can just extrude a cutout to remove the material in the regions.
Some how you have this part set as a construction body....I toggled it to a design body, then deleted the tab that resided at one of the holes, and restored the sketch. The model should then behaive as expected, adding [as @KennyG mentions] either hole features, or cutout features.