You can achieve this by using frame/line element. The section of that frame will be defined from section designer.
- Open Section Designer.
- Define steel and concrete material
- In section designer,define a tube using rectangular solid shape.
- Change its material to required grade of steel.
- Add another rectangular solid shape with same center as that of the first solid shape.
- Height and width of this second section will be that of first section minus the thickness of tube
- Change the material of second tube as Opening by right clicking it.
- Add the third rectangle having size of opening and material of concrete.
Verify your section with a manual example that is already solved. Hope this answer you question