I'm mostly a programmer and I only started modelling levels/maps recently. I can model and texture interiors without any problems, unless it has doors and windows. I have the separate model of the window and the door, but obviously by just placing them on the wall it will not make much good as there is still a part of the wall blocking the glass/door entrance. How do I get around that ? I'm using wings3D btw. If someone could point me towards a level modelling tool or something like that I'd be really grateful. :)

I've never used Wings3d before, but if I understand your dilemma correctly, you can adjust and create vertices on your wall mesh to line up with the window and door openings, and then delete the polygons that are in the way. That will give you an empty space behind the window or door while keeping the rest of your wall intact.

Break the walls into blocks to make space for the window/door holes.

Level Editors:

GTKRadiant
Quark
Older Version of Hammer, the HL level editor

In addition you could use the level editors in the Source SDK (Hammer 4.x IIRC), or in id software games (Doom 3, Quake 4, Quake Wars, which come with versions of radiant), though that's a gray area since you're not supposed to use them to build levels for anything other than the games they came with.

I've never used Wings3D, but if it supports booleans, create a shape that is the same as the window and make sure it goes through the wall completely and then create a subtraction boolean and subtract the window shape from the wall.

Also Torque Constructor forgot about that one.

Wings cant do booleans which I think is one of its good points.

The simplest way I would do it would be to create matching geometry on either side of the door for the surround and then select and bridge the polygons.

Theres lots of little tutorials here as well with more detailed methods.

http://www.geocities.com/paulthepuzzles/aardvarks.html