There is a lot one can learn about the family editor. I'll just briefly describe what it is and what tips will help you get started with creating custom doors and windows.
The family editor is where one models complex geometries such as door families, window families, furniture families, custom annotations, fireplaces, etc. The tools available in the family editor are somewhat different than those available in a project file. In a family you can place detail components, symbols, and model lines just as you would in a project file, but you can also place nested families, symbolic lines, and parametric parameters. A nested family is simply a family loaded into another family. If you're in the habit of loading nested families be sure and purge unused nested families before you load a family into your project file (to keep the file size down).
There are two ways to work in the family editor. Create a family file that is separate from the project file (go to File... New... Family) or build an in-place family (go to Modelling... Create). We only use in-place families for some sitework and some building details. Mostly we generate family files. Family files (.rfa) can be saved for use in other projects. Building a library of family files will save you time on future projects.
If you're going to build a door, window, or other family you'll probably want to start with one of the templates Revit offers (go to File... New... Family and choose the appropriate template). These are a few tips I'd recommend:
1. The first place I always go to after starting a door or window family is the Family Type. Here you can change parameters for width and height which are already setup for you. One family file could have many types. A type is defined by its parameter values. If you want one family type to be 3' x 3' and the other to be 3' x 4' then you'll want to create NEW family types and name them according to the parameters that change (size in this case).
2. In a door or window family template select the reference plane that is centered in the family and go to it's properties. You'll notice that the parameter "Is Reference" is called out as "Center (Left/Right)". This is the reference plane that Revit uses when you're dimensioning to the centerline of your doors and windows in plan. Always try to keep this reference plane centered in your family or you'll have problems further down the road when you want to dimension to centerline of door or window. Checking for this is something beginners often overlook to do.
3. In plan view you'll notice that the Exterior and Interior are marked. Always keep in mind which side is which when you're building your window or door. You'll also notice a Flip Control (two blue arrows). Don't delete this annotation as you may want to flip the door or window direction after placing it in your project.
4. If you want your door or window to stretch properly when you change it's width or height in the Family Types first setup reference planes that define the basic geometry of your door or window and dimension them (with parameters if you want them to stretch). Then you should dimension or align your solid shapes to the established reference planes or lines so that the modelled shapes will stretch with the planes. I would recommend you take a look at "Casement 2x3 with Trim.rfa" in the Imperial Library as an example of a window that stretches properly.
5. Always check to see that your family stretches properly in x, y AND z axis. One thing you can do to make sure your door or window will work in walls of differing thicknesses is to select the wall in your family template and change its structure from 6" to maybe 10" (go to the walls Properties... Edit/New... Structure). Checking this behavior is something beginners often overlook to do.
6. If you want the correct width, height, and sill height to show up in the door and window schedules I recommend you dimension these basic parameters in your doors and windows. What happens too often is when a user is in a hurry to make a door or window he/she ignores dimensioning these parameters and the schedule will read whatever width and height are established in Family Types (whether they are right or not). You'll end up with the wrong height and width in your schedule if you don't at least dimension these basic parameters. To assign a parameter to a dimension simply select the dimension and change its Label from "None" to the desired parameter.
For more on families see Working with Autodesk Revit Components