Richard:
In addition to the parts you have modeled, add a Slab with the ID of
wallhole that follows the outline of the door and window when saving the elements as a door or window. This slab will not show, but will define the opening in the wall. In the Help files see: Virtual Building > Parametric Objects > Graphic Creation of Custom Objects > Saving Custom-Shape Holes or Niches.
You should add a Signature to your Profile (click the Profile button near the top of this page) with your ArchiCAD version and operating system (see mine for an example) for more accurate help in this forum.
David