Can I Make Holes In Objects?

I would like to make a hole in an object so i can add doorways and windows, But i dont know how.
Does anyone know how to?

If you want to make on single mesh with a hole in it, I would suggest you start with a 3D modelling tool such as blender, 3D Max, Maya, etc. And you can create meshes from scratch. Look for tutorials as there are a ton of them for simple tasks.

If you want to do it in unity, you can get away with using multiple rectangles (scaled primitive cubes) for example to create a hole for a door in a wall. 3 rectangles should give you what you need (one on each side of the door and one above). This is a less optimized approach in comparison to using a modelling tool because you are hiding faces inside the wall and that geometry will still be processed.

Also look into pro builder, an asset for unity