There are multiple ways to do what your wanting in solidworks.

If your edges are all butted together, one of the easiest ways is to just make the arm as a solid body, then convert the faces to sheet metal.

You need to create the solid body and then create multiple copies of it, the reason being every time you convert a face or set of faces to sheetmetal, it deletes the rest of the material. What I would do is create the solid part, save it as "main body", then click save as and call it "top". That part will then be used to create the top piece. Open the "main body" again, save as "side_bottom_side" then that part would be made up of that (for example). Do that for all the parts until they are all made.

You will need to click reverse thickness to extrude the face away so everything fits nice, and you need to adjust the size of the solid body to compensate for that. For instance, a 1.5" tall box would end up being 1.5" plus the thickness of the top plate plus the thickness of the bottom plate, so you would need to make the solid body shorter to compensate for the thickness of both plates.

If you have multiple pieces that will have a bend, say a top that is bent to form 2 sides, you click the face, then click each edge and that's what will remain, suppressing the flat pattern will flatten it out.

The beauty of doing it this way is when you go to make an assembly, if you bring all the parts in and just click the green check mark instead of the screen, it will fix each piece in space right where it goes.