I don’t use Blender (I’m a Cinema 4D user), but I have used Sketchup before. If I recall correctly, Sketchup automatically welds vertices together when snapping to other faces. Most other 3D packages don’t do this by default, so I’m guessing you’ll have some manual work ahead of you.
Then again, there should be an extrude ploys tool that will extrude the selected normals, automatically creating holes, so I’m not sure what’s going on in the example you’re showing? Are you extruding from the faces on the mesh that has the hole?
Not sure if I understood, but it’s just a single object, I modified a cube object so that it has this ,wall", then I divided one side of the wall in a bunch of smaller parts (but didn’t divide the opposing part of the wall) and I wanted to extrude it towards the outer part of the wall, which in Sketchup would instantly make a hole, but here nothing happens.
Basically imagine that you start digging a hole through a random wall in real life, once you dig or in this case extrude enough to reach the end and the face you are extruding snaps to the outer wall, a hole should appear, that’s what happens in Sketchup, but for some reason it doesn’t happen here.
So, yeh, you only sub-divided one side of the cube. Generally, you’d want to subdivide both sides, delete the face where you want the hole to be on both sides, then create polys to bridge the sides of the hole. That’s one way, at least. Blender might have tools for automating a lot of that, I’m sure other packages do.
Another way to do it, would be to start with a plane, sub-divide that, then extrude with caps. It’d automatically create what you’re going after.
Think of it this way — unlike a real wall, you’re not “burrowing” through a solid object. It’s hollow. So the one side doesn’t know what you’re doing to the other side. Sketchup does that, because its functions are more geared toward architecture, so that form of “snapping sides” to another, then matching the geometry is usually ideal. However, Blender is far more generalized, so there are a lot of times you wouldn’t want that “hole snapping/geometry matching” feature.