You can cut square or rectangular openings into an arc wall by editing the elevation of the wall. See Editing the Profile of a Wall.
Modify Wall panel
Wall Opening.The Rectangles tool becomes active.

Modify.As you sketch the openings, permanent dimensions appear. If the wall has a top constraint set to a level, dimensions appear from both the top and base constraints. If the wall has a top constraint that is explicit, dimensions appear from the base constraint only.