This tutorial shows you how to create the liquid metal effect as seen in Terminator 2. To do this tutorial, you must have Maya 2009, because of the new nParticles feature.
This tutorial explains how to extrude those curves into 3d objects manually. There are other ways to achieve the same effect using built in functionality found in the various menus that Maya has.
In this tutorial we'll show show you how to do a few different things in Autodesk Maya 2008 by making a stick figure with joints ("Bendable and Rotatable Limbs").