The information provided in these videos referenced in the following links should be helpful. Just click the titles.
Making Openings
Walls Doors & Windows
SU Training Series - Push Pull Tool
Advanced Doors & Windows
SU & CAD - Doors & Windows
Making Doors and Windows
How to Draw Door & Window Tut
Cutting Holes in Cavity Walls
It may take a little while to absorb the info, but I have found video tutorials to be instrumental in helping many users improve their SketchUp skills.