Also, look up the NSC object "Polygon Object".  You can define each subsection in  POB files, assign its facets properties (transparent, reflective or absorbing), assign optical coatings to each non-absorbing facet, and assign the bulk material.  Adjacent POBs can be different materials, but if you're doing thermal analysis, adjacent POBs may have different CTEs and will either shrink away from each other, or expand into each other. Either case can reduce accuracy of raytracing results.   I've done hundreds of POBs with good results.  And yes, defining in CAD is the other good method.

You can also use the nesting rules with native objects to construct more complicated structures.  See the help documentation:

To create the three-piece object in the original question, you can use two rectangular volumes having the first material for sections #1 & #3 (these volumes are separate and don’t overlap with one another), then following these two objects you insert a polygon object (or another rectangular volume with tilted end faces) with the exact shape and material that you want for the middle section #2.  It overlaps with the first two objects, but since it follows them in the NSC Editor, its properties will be used for ray tracing, replacing those of the first two objects where ever they intersect.

Regards,

Jeff