In Sweet Home 3D, it's not mandatory that a room is surrounded by walls. With the room creation tool, you can create any surface (for example, look at the exterior of the house and the "lake" in SweetHome3DExample9-WoodenShed.sh3d available in the gallery).
In the 3D view, if you have strange surfaces that appear, it's probably some room ceilings that are not correctly computed sometimes. To hide them, select the room, display its modification pane and uncheck the Display ceiling option.