Outline the rough openings for any windows or doors in the wall with a pencil.
Cut along the lines that you made with a circular saw fitted with a masonry blade, on the inside and outside of the cinder block wall.
Knock the cinder blocks out of the hole with a sledgehammer, being careful around the edges that you cut.
Install rough frames in the door and window openings made of boards that are the same width as the cinder block walls. Install these frames by drilling through them and into the cinder blocks with a hammer drill, then driving in concrete screws.
Install the doors and windows inside the frames that you put into the rough openings.