I am sure that you can build an octagon without too much help using prims in Second Life. I am showing you the below video not so much because it teaches you how to build an Octagon using prims and the default Second Life free 3d modeling software tools but more so to show off the building tools themselves and the power that these modelling tools have to allow you to create any 3d model that you can imagine.

Check out the below video:

Free 3d Modeling Software Tools: Create Prims in Second Life: