If all you did was refresh the section or elevation, then the section/elevation is showing the objects you originally selected, which includes the Wall into which you put the Window, but not the Window. The refresh is picking up the fact that the Wall now is being cut by the Window and shows the hole, but the section/elevation does not show the Window, because it is not in the selection set.
Choose "Regenerate" from the right click menu (if you select the section/elevation line, rather than the section/elevation itself, then be certain to click the Replace Existing radio button and then use the Select Object button to select the section/elevation), and then use the Select Additional Objects button to add more items (like the Window) to the current selection set or the Reselect Objects button to clear the current selection set and reselect the objects to be part of the section/elevation generation. Once everything is set the way you want, click OK to regenerate the section/elevation.
David Koch
AutoCAD Architecture and Revit User
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