I think this is incorrect. E+ will assume you just have a large roof/ceiling surface and will calculate heat losses for the zone for that entire surface.

To do what you want, you need to add a shading surface group, and add surfaces in there: you can assign the same construction to those.

You can just add a Shading surface group, then go into your zone to select all your overhangs, cut them, go back to the shading surface group and do 'paste in place'.

I'll offer the opposite answer. If these are simply eaves that overhang the roof then your approach is correct and there would be conduction between those surfaces and adjacent ones (as well as convection with the environment).

However, if these surfaces are somehow attached to the facade and are primarily for shading then @Julien Marrec's approach is correct. Another thing to consider is that since your model looks like a small residential building its energy use will be largely dominated by the envelope and leaving the surfaces as eaves instead of shades could possibly increase the envelope load.