You’re slim on details, but sounds like you are simply trying to push/pull a window cutout in a wall in a room you’ve modeled(?)
Simply push the opening as you have been, from the inside of the wall to the outside. If Sketchup does not intuit that you want to stop at wall depth, you may:
1> use keypad to enter the measurement of the wall thickness, press enter which registers how far the push will travel
2> begin the push process, and hover at the outside edge of wall outline. This works even if you glide the cursor to the top of the wall to infer you want to stop on the other side.
In either case, you may have the depth punched correctly, yet the “skin” of the outside wall may remain. Simply select that skin and hit Delete to clean up the opening.
Beyond that, the wall may have been inadvertently drawn out of square (easy to do).