The whole idea here is to make a window that Groundhog actually identifies as such. This, as explained in the Getting Started section, will be important when exporting the model to Radiance.
When right clicking, look for "Label as Window" in the Context menu, and click it.
Several faces can be labeled at once by selecting them together *
You should take care of the normal of the surface you transform if you intend to use the Three, Four or Five phase methods. *