punching windows out of walls

[mtg]

This week I was reading a tut. by Simfox for modeling in 3dsmax. here he was making walls by just going over a blueprint with lines, closing the spline, outline it and then extrude it. making walls realy easy to build  .
so I thought wow this is way more easy than making every wall individualy. So i started Gmax and got to work every thing was going well (I had to search for some buttons) I had my walls standing realy nice and wanted to punch out the windows, but then the problem started i couldn't find this one button "connect" so i was 
and some  does any body knows if this is even posible in gmax

[SimFox]

unfortunately it isn't ...

[mtg]

thanks for the reply, lucky me I just got 3dsmax