No SetUp room required at all.

Parent all windows and doors to the house in the Hirarchy window. (Just drag the windows and doors to the house prop.)

Click on "Create New figure"

Say YES and enter a name.

(Save the scene just be sure)

Look into your Poser main runtime under "New Figures". There's your house figure.

Uncheck "Bend" from all the actors under "properties".

You might have to adjust the joint centers a bit for the doors, as Poser creates them in the exact center of the actor.

But the sliding windows should be OK.

 

Unlike rigging a human figure, rigging a "hard-shelled" prop is really, really easy in Poser.

If your house (Or whatever else you rig) is a figure, changing materials will be also be a lot easier.