Hi Morten,
Rest assured that Solidworks is pretty able to do most of what you need. I think what you might want to use is an "edge-flange" which will allow you to make any bend up or down at 90 degrees or any other angle that you specify.
I have made two models that show how these can be used in the non-square usage(including the pyramid type thing). To investigate these, use the edit feature and play around with the settings to get a feel.
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There are many ways to get a non-square flange and which method to use is based on personal modeling preference and the given need.
Some ideas to try -
1) Edge flanges which can include panel details like holes and notches.
2) Mitre flange which can include arc profiles as well as lines.
3) Any modeled feature like what solidworks calls a "wall" when you use the "insert bends" method (converting a model to a sheet metal part). You may also use extruded profile (like a side view of a formed edge) when using this method.
4) Construct material inside or outside using surfaces and then thicken and insert bends.
In any case - keep after it and it will eventually yield to your efforts. It's really tough to tame at first but it's worth the fight.
Regards-
SMA