You can create one of the DB primitives, with a command like
make object cube or
make object cylinder; the problem with this is that all the polygons will be pointing outwards, so you wouldn't be able to see the 'walls' if you're inside the object. You can get around this by displaying the backfaces, using the
set object command. If your room is object 10, for example, this is the command you'd use:
set object 10,1,1,0
I think this is right - set object has a lot of flags after it and I can't always remember which order they're in. If this doesn't work, have a quick look into the command index and see what it says there.
Hope this helps!
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