Typically it's done with walls.
You can use the polygon wall for a quick solid mass but the firebox will look lousy in 3D (unless you stack two poly-walls - with the upper on a 3D only layer.
You can also build it with individual walls more or less the way the masonry is actually built. This way the fireplace(s) can be inserted as an opening in the wall.
The former method is more typical in schematic phase and the latter in design development onward.
How to make the corbels, shoulders, steps, watertables, flue caps, etc. depends on how fussy you want to be (i.e. how much time you want to spend. I would start with slabs, roof, and SEOs to get the shapes you want. You can always add clever, fancy library parts later.
