How can I model fins?

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If by fins you just mean shading surfaces that are not typical overhangs, you can add them by manually drawing surfaces in the SketchUp plugin within a shading surface group. If by fins you are looking for something with thermal connection to the building, then you will need something other than shading surfaces.

If you wan to model these very fast, you draw many in single shading surface group, using SketchUp's native move tool to copy them. You could also create a user script or measure to automate the creation of these.