I don't like to build that kind of situations in ArchiCad at all
But you could. I normaly does like this (easy explanation but it could be a starthelp?)
First :
3-floor, you need a wall ofcause. Put your window in that wall
Second :
Create a 4-floor, there you put your roofs. Sometimes it would be better to split your wall at 3-floor where roof changes.
If you need a outdoor vertical side (wall) between low and high roof I normally draw this at 4-floor
I'm not that good in english so I can explain in detail how I do. Maybe I could make a step-by-step drawing but I don't have time for that now, and like I said, I hate to draw this because ArchiCad doesn't handle it very well. The best result are given with a few layers that are only displayed in 2d or in 3d (section/elevations).