What is a 3-D octagon called?

Answer 1

A 3-D octagon is called an octagonal prism. It is a geometric figure with two parallel and congruent octagonal faces connected by rectangular faces. The octagonal prism has 10 faces, 24 edges, and 16 vertices.

Answer 2

A 3-dimensional shape with eight sides is an octahedron.

If you would refer to a 3-dimensional octagon, just call it that, people will understand what you mean.

Or maybe you mean an octagonal prism. That's an octagon, except it is extended into the third dimension by stretching it, so it has an octagonal base but the other sides are triangles all connecting at one point above the octagon.