This happened when I used a subtractive object to create a window.How can I remove it as it looks pretty bad ?
Hi thesilverpopper,
This is a known issue reported with ticket UE-12157. Unfortunately it is backlogged and likely won’t be addressed soon.
You can workaround this issue by setting up everything the way you like and then converting the BSP to a static mesh. The hole you’re seeing will no longer be present. It’s recommended to use Static Mesh over BSP as it is simply used for quick prototyping.
Thank you!
Tim
Thank you very much for your answer ! Can you tell me how to convert it to a static mesh ?
Sure! 
Select the brushes that make up your wall and window hole (the BSP box and the subractive brush that cuts the hole) then in the details panel on the right there will be an advanced drop down arrow that shows the button for “Create Static Mesh.”
When you click this it will bring up a window where you can name your mesh and choose it’s location to save in your project folder hierarchy.
At this point your mesh will not have any collision to block the character so you will need to set this up in the static mesh. There is a tutorial here that can help with the various ways to create collision. If you’re mesh will not being movable I would suggest using option 3 (around the 4:50 mark). Unreal Engine 4 Tutorial: Collision (english) - YouTube
If you get stuck or have more questions feel free to ask.
Tim