Well objects are already hollow. I assume what you want to do is make the surface of the object seem thicker than the default.
Simply duplicate the object and scale the duplicate down to the desired size for the void (you’ll probably want to xray the larger object). Then parent the two to a boole object. Make sure the smaller object is second in the child hierarchy. In the attributes manager (w/ boole object selected) make sure the type is “A subtract B” (it’s the default state) and create single object is checked. Then right click the boole object in the object manager and select current state to object in the context menu. I always untriangulate (under functions) with create n-gons selected and optimize (also under functions).
Go to cineversity.com and register as a guest. There are tons of free to non-members videos that are very helpful. The lynda.com videos should be considered more of a product demo than a training video. Consider that they have 20 different series for PS CS3 and 1 for C4D 10 which is enormously more complex.