To draw a window or door you need to enter into the space/zone group you want to add the sub-surface to by double clicking it. You should be able to select a single surface of the space/zone. If not, you are not inside of that group. Then use the pencil or rectangle tool to draw the window. If this still does not work, then it is possible that the base surface is slightly out plane with the model axis and the inference engine is putting the new sub-surface in a different plane.
If you want to model window frames, you don't draw them, but instead rely on the EnergyPlus Frame and Divider Object. This is accessible in the OpenStudio Application in the sub-surfaces tab. The Frame and Divider object is associated with 1 or more sub-surfaces in the model to describe the frame and divider characteristics.