Use the Edit menu > Edit Shells > Divide Walls for Openings command to mesh wall members to incorporate openings.
Draw a wall object.
Draw a window, door, or opening in the wall using the Draw menu > Draw Floor/Wall Objects > Draw Wall Openings command.
Select the wall and the window, door, or opening object.
Click the Edit menu > Edit Shells > Divide Walls for Openings command to mesh the wall member and incorporate the opening.