Before selecting walls to copy for monitoring, specify the following parameter value on the Copy/Monitor Options dialog. See Specifying Options for Copy/Monitor and Copying Elements for Monitoring.
Select this option if you want the copied wall to include hosted openings, including openings for inserts (such as doors and windows). The openings created in the copied walls are instance-based wall opening elements. Their size and position are controlled through their instance properties.
In the following example, walls with doors and windows in Revit Architecture (left) retain the corresponding openings when copied to Revit Structure (right).