Volume of a cone with height $h$ whose base is a Borel set $\subseteq \mathbb{R^2}$

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By analogy with calculus I imagine that I have to use Fubini's theorem to compute triple integral. To do that however I think that I have to express arbitrary Borel set $B \subseteq \mathbb{R^2}$ as some $X \times Y \subseteq \mathbb{R^2}$, but I don't know how to do that.