Let $F$ be an arbitrary field such that $[\overline{F}: F]=\infty$. Here $\overline{F}$ denotes the algebraic closure. The question in the title of this post can be rephrased as:
Question 1. For each $n\in\mathbb{N}$, can we find a field extension $L$ of $F$ such that $[L:F]=n$?
Let me remark that the condition $[\overline{F}: F]=\infty$ is necessary. Indeed, by the Artin-Schreier theorem, the condition $[\overline{F}:F]<\infty$ in fact forces $[\overline{F}:F]=2$, in which case $F$ can only have extensions of degree at most $2$. I suspect that Question 1 may have a negative answer for small values of $n$, so I am happy to consider the weaker problem:
Question 2. Does there exist a number $n_0$ (that only depends on $F$) such that for each $n\geq n_0$, there exists a field extension $L$ of $F$ such that $[L:F]=n$?
In case there are any separability issues, feel free to assume that $F$ is perfect.
Added later: Looks like this question has already been asked. See this MSE thread. Before we close my question as a duplicate (which is the right thing to do), I was wondering if anyone has any additional details or more in the case when $F$ is a perfect field. Having the details of the construction is especially appreciated!