I had a great, very basic question today.
Something that all us Canadian's deal with, which is a 'frost wall'.
It is much easier to manage the adjacent frost wall condition with two seperate walls as shown below.
But when you add a window (or door) the window only penetrates one wall.
Use the 'join geometry' tool to join the two adjacent walls and the window will penetrate both walls.
Also make sure the 'material' of the two walls is different or when you 'join geometry' the two walls will try to become one monolithic wall.