I'm not exactly sure what you are trying to do, but keep in mind that Windows/Doors and other subsurfaces require a base surface (roof, wall). If a given window takes up the whole wall, or skylight takes up the whole roof, leave a small bit of wall perimeter (e.g. 1 inch) to keep a valid surface.

EnergPlus Reference: "Windows/Doors: The following window and door objects can be used to specify simple, rectangular doors and windows. In each case, the lower left corner (locator coordinate) of the window or door is specified relative to the surface it is on."

If you wish to create a window or other surface that allows solar radiation to pass through that is not attached to a parent surface or space, then you can do that by defining a shading object with a transmittance schedule.

What @mdahlhausen said. Instead of pulling a window off the base surface to extrude it, slice your wall into orthogonal subsurfaces that define the rectangular opening(s) you wish to extrude. Then pull those subdivided wall elements, and once extruded, draw your window rectangles on those. And as @mdahlhausen said, make sure the windows are offset from the edges of these new, extruded base surfaces. The offset tool is great for this.