Emacs does not offer this currently. (And the so-called "non-consecutive region" is at best only a very partial substitute, IMHO.)
You can, however, use library
zones.el (see Zones and Multiple Narrowings) to act on multiple, non-contiguous buffer zones, either together or separately.
You can put the region on any zone, and then use commands that act on the region. And you can write commands that act on multiple zones.
But Emacs itself does not currently have a notion of multiple-zone region, that is, a region whose parts are truly non-contiguous.
In particular, if you try to Isearch the rectangular region (so-called "non-consecutive region") the search is actually performed against the whole buffer, and search hits that are not entirely within the rectangle are filtered out. This can have the effect of missing some legitimate search hits that are within the rectangle. See Emacs bugs #27896 and #27926.