Lushy:
One solution is to place the door/window you want in one wall then empty openings to match in the other two walls. These door+empty openings cannot be linked so they will have to be moved/edited separately when the door changes.
Complex wall profiles can be created with the Profile Manager for a single wall with multiple materials, which might be a better solution, and would use only a single door/window. If you post more information and a picture of what you are trying to accomplish, you probably will get other suggestions.
David