Hi,
Welcome to the Forum!
I have not worked with dormers much at all but the TFP supplied dormers are not really walls and roof etc they are in effect a single object. As such you cannot add things into them. If the dormer does not do what you want exactly as it is, then you are better off just using ordinary walls and roof for the purpose.
To do this you may find it easier to put the dormer on its own Location and remember that you can cut a hole in the roof, right click and elevate the walls and slope the bottom of them so the "dormer" can 'hang' onto the roof and appear normal inside the roof area. Not as easy as dropping a pre-made dormer in but it remains fully editable to get the effect you want.
If you get stuck with it just ask again.
Have fun,
Allan