Typically in EnergyPlus and OpenStudio walls are modeled as 'thin' walls where the walls of two adjacent zones are drawn on top of each other with opposite face normals. With this setup there are automated "surface matching" tools that setup outside boundary conditions for those surfaces so that they are exposed to temperatures of the adjacent zone surfaces and not the outdoor environment. In the scenario you describe you can still manually create those connections by setting the outside boundary condition surfaces manually.

This can be done using the "surfaces" sub tab under the "spaces" tab in the OpenStudio Application as documented here.