Hole
Use the Hole feature to define internal holes for the beam cross section. One Hole feature must be added for each internal hole.
Boundary Selection
You should select all boundaries around a certain hole from the Selection list (Manual). The All boundaries option is not relevant.
Location in User Interface
Context Menus
Beam Cross Section>Hole
Ribbon
Physics tab with Beam Cross Section interface selected:
Boundaries>Beam Cross Section>Hole