How do I model a space that goes from the ground floor to the ceiling of the next level?

To model a tall room which goes from the floor on the ground level to the ceiling of the level above, you can simply model this as two rooms on top of each other. 

Even if in reality there is no floor separating them, as long as both rooms are set to the same type, there will be no heat loss between them, so it will act as one room.

Heatpunk doesn't currently account for increased heat loss in rooms with high ceilings. Refer to CIBSE Domestic Heating Guide for information on what high ceiling factor to use.