I see so many tutorials where you need to make circular holes in the wall, ceiling and floor, but I can't find out how, a little help please?

Sorry can't go into detail but the way I did mine was create a hollow cylinder as the lip (radius=64, inner radius=56, sides=16or24,height=16. This makes a 128x128 circle) then build the square around the hole block by block tracing the lip you made earlier. It doesn't have to be exact but do make sure you turn the cylinder lip into a func_detail

The arch tool can help you create circular holes, or even spiral stairs. Use the vertex tool if you want to fit it into a square hole. The picture shows how it looks before and after vertex manipulation: