Nope. A group or component isolates its contents from the rest of the model. It cannot cut a hole through a solid wall. I phrased it that way for two reasons:
A component can be given “cuts opening” behavior, but that only causes it to cut the single face it is placed on. It won’t affect the other side of the wall or create the faces for the top, bottom, and sides of the opening.
There are some extensions that will cut a hole through a solid wall. I don’t use them myself so I won’t go so far as to recommend any particular one. Also, I have seen some very strange results here on the forum when these extensions got confused by a model’s specific structure.