The walls are difficult to get used to. I just started learning the editor a few days ago, but I think I can help you.
If you want to make that room closed with one wall object (to make the roof object easier) here's what you should do:
I'm not sure if you intend to have that "interior" wall as shown in your image, but in order for this to work, you will have to eliminate it. If you do want it, you can add it later as a single-length wall. For the roof to work properly, you'll want the exterior of the wall to be one single object, with no interior offshoots.
I'm not at my home computer, so can't provide any images, but I'll do my best to walk you through the process.
Starting with the object as it appears in your GIF, click the "corner" that is in the middle interior of your building and delete it. You should be left with the corner in the bottom left (BL) and the top right (TR) still in tact.
At the tip of the TR corner, click the tiny "nub" wall and drag it down to make the bottom right (BR) as you did in the video. This should leave you with a building with 4 corners, and a gap in the bottom middle wall.
Now you should be able to grab one of the "nubs" on either the BR or BL segments and extend it straight to the other, which should connect them. Be careful not to create a secondary or "extra" corner in the process.
Hope this helps. If your still having trouble, I can help you more later tonight.
