You can currently select the window, right click on it, and tell it to create an Opening which will cut through any walls it touches. This operation creates an opening via the Opening Tool. There is an existing wish for doors, windows and etc to be incorporated into the Opening Tool so that this becomes the default behaviour.
https://community.graphisoft.com/t5/Wishes/Opening-Tool-as-Standard-Wall-Penetration-Tool/td-p/26235...
Ling.
