There's a Dimensional Lumber library with all kinds of pre-designed construction parts but you might prefer to use boxes as Hans suggested. I would use boxes or custom shapes too, not walls.

For the sloping roof check the forum post about a skillion roof from a few days ago: https://sweethome3d.com/support/forum/viewthread_thread,12532
In short: for the roof you can use a box too. Size it and tilt as you need.