That looks like a roof created by Dorin's awesome plugin, so it is an object. SH3D is not a modelling tool in any meaningful sense. So I'm understanding right that you want the dormer to cut a hole in the main hipped section? This is not possible in SH3D.
What you will have to do is select the objects, export them as an obj, import that into a modelling tool, and edit it there. I can confirm that Blender works for this, but any tool that can import and export .obj files should work.
If you are generating the roof using the Roof generator plugin, you can achieve this result with a trick. Just draw the roof as in the following picture:
The dormer roof is just a texturized box with the proper inclination.