Go into segments and pick a door from whatever model packs you have or the WW2/SciFi packs that come as standard. Then slap one against a wall you wish to walk through. That's it the door will cut the correct hole through the wall so you can walk through the door.
I would like to suggest a good read of the fpsc manual/nickydudes excellent fpsc guide (both in your docs folder), then maybe watching the excellent video tutorials on both youtube and fpsc page
http://www.fpscreator.com/video_tutorials_view.html
They really are invaluable to any user
I only use this for fun and have no interest in making commercial games ^_^