Also,see the Intro to Object Making book (PDF) or section of the F1-online help in AC 9.
You can create a custom wall niche by creating the shape slab you wish the niche to have and giving the slab the ID of "wallniche". Save this as a GDL window or door, and it will be a niche of the modeled depth.
Also, if this is a one-off, another method is to use an appropriate shape and solid element subtract it from the wall. Note that this may well be the desired approach is your wall is a log wall or otherwise has reveals. The niche objects use the 'trick' of cutting a hole, and then re-filling the cut with a back and sides of a material matching the wall material. In a log wall, this results in a solid side to the niche, where in reality you want the log reveals. Ditto any other kind of reveal (blockwork, etc.)
So, it just depends on the result you want and how general of a niche object you want as to which approach you take.
Karl
One of the forum moderators
AC 28 USA and earlier • macOS Sonoma 14.7.1, MacBook Pro M2 Max 12CPU/30GPU cores, 32GB