The cool thing with Lego pieces is that the dimensions are easy to obtain on the internet, at least for the standard pieces. To illustrate how the PartDesign Workbench works, let's model this well-known piece of Lego:

For this reason, in FreeCAD, the Part Design Workbench is the perfect tool to build such pieces, because it will always insure your objects stay solid and buildable. But you always need to have a clear notion of which point is inside the material, and which point is outside, because the 3D printer or the CNC machine needs to know exactly what is filled with material and what is not. Nothing prevents them from being hollow inside, of course. As they will become real, solid objects, this is obvious. When you print objects in 3D, it is of ultimate importance that your objects are solid. Product design is originally a comercial term, but in the 3D world, it often means modeling something with the idea to have it 3D-printed or, more generally, manufactured by a machine, being a 3D printer or a CNC machine.

Freecad modeling