What Wayne suggest is generally the best practice because with his suggestion you aren't on the hook for calculating the correct foreshortening of your extrusion profile as it is extruded over the angle.
But sometimes, that is not an issue. If Wayne's suggestion doesn't give you what you want, you can use the box just below extrusion 'end condition' to pick a direction for the extrusion to go ( a setting I use maybe twice a year). When i do it I like to just use a sketch line to specify the direction, though you can go through extra steps to make a plane or an axis for the extrusion direction.
Since you are new, I want to offer the following suggestion: please describe in detail what you want to end up with, not what you think you want to do. For instance, if you want to drill a hole at an angle to a plate, you HAVE to use Wayne's suggestion since my suggestion will create an elliptical hole in the parts (unless you are really clever and want to do the work to appropiately foreshorten the profile). Wayne's suggestion will create a round hole like in real manufacturing.
Again, since you are new, I want to offer the following advice: When using SolidWorks, the best mental excercise is to think of how the part is made, then model it using features that mimic how that part is actually made. I spent a lot of time in a pattern making shop before getting on SolidWorks so I was able to make the transition very easily because I just thought of SWx as my shop, and as a result I am quite good with SolidWorks really quick. And when you have questions, ask them relating to production processes, not modelling processes. Ed P.S. Yes, there are exceptions (crazily organic parts), but in general, think of SWx as a machine shop and model things you want like you would make them in a shop