How to make a proper hole in the blender? (No Boolean) Since I am from 3ds max background, I used to relate similar command here in Blender.
3ds we can select the face of the object and move down to infinity by pressing the Shift button will make a hole in that face. Do we have a similar command here in Blender?
Now what I am doing, is selecting the face inserting it inside, extruding back then deleting the faces, but that’s not the correct method.
You can use it in modifiers. (Needs cleanup)
Addons make several processes easier.
https://docs.blender.org/manual/en/latest/addons/object/bool_tools.html
Add…
I didn’t understand your question very well. 
Carver Addon makes it possible to make or cut holes without Boolean. (Basic Addon)
The way it works in 3dsmax is probably some kind of a ‘visual hack’.
If you don’t want to Boolean and keep your workflow destructive, just select adjacent faces and bridge them. After that clean up and move on to the next step. 
I do want to suggest looking into the boolean workflow in Blender, as it is very powerful and resulted in a handful of very cool addons.
Hmm… your explanation :
…is a bit unintelligibile… because:
Insetting some faces to get some inner supporting loops and maybe extruding to get the “corner”-edges… is the usual way to do so…
in 3dsMAX
or in Blender…
yes this will work for me
I like carver 