Originally Posted by
Dimitri Harvalias
Without design options you can use the [I]Join Geometry[I] command and, as long as both walls are in contact, the openings will pass through both walls.
If using design options you'll need to edit the profiles of the cladding walls to include the openings. You'll also need to manually coordinate any changes to size and location. You can make pretty short work of it by tab selecting the perimeter geometry to get your profile lines.
All in all I think the advantage of having everything in one model and the ability to place multiple options on one sheet for printing outweighs the inconvenience of the process. Once the final cladding decision is made you can Accept Primary, eliminate the other options, remove the profile sketches and join geometry to make any additional changes more automatic.