Creating doors and windows from CAD is a little more complicated than creating walls. The first step is to obtain the position of the doors and windows in CAD, and the second step is to find the nodes on the wall where the doors and windows can be placed. For windows, the height of the windows also needs to be set.
For doors, you usually need to use Dynamo to create a wall first, and then place the door on this wall. For windows, you can directly use the existing walls in Revit.