Cut the hole first, fill it after

With a room already there, pick the Rectangle tool (or type rect) and move over the wall — it picks up draw on surface on its own. If it doesn't, press Tab and choose it. Then draw it at the exact size and place.

Set its building role to Opening in the right panel — the hole cuts through the wall.

Open Assets, find the door or window you want and drag it onto that opening. Choose Replace — it's already the default choice — and it fits itself to the size you drew.