Now that you know the way to do a handle with the standard tools in Max, I'll give you a tip to do it even easier, and with even more control over the resulting shape of the handle.  It's a free maxscript by Miauu, called ** Super Poly Bridge**.  Check out the video examples of what this script can do at the page in the link.

The script will allow you to build a closed, "looped" bridge extrusion, between any two faces, or group of faces on an object, all in one go.  It's handy for all sorts of modeling needs, where you may want to quickly create a curved bridge of polygons between two areas of your model; like a teacup or teapot, or urn, or anything with a curved handle.  It's faster than the standard "Extrude On Spline" technique, because it eliminates the need to do the final step of bridging the two end-polys together.  I have this script tool permanently in my quad menu as well.

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