I would like to build a material similar to what is in the image below.
I have tried programs such as Material Studio, Quantum ATK, and VNL, but most of them can only do materials with 2 elements.
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Various custom software exists to create nanotubes.
The following appears suitable: http://www.jcrystal.com/products/wincnt/
A Wolfram Demonstrations application may also be of some use: https://demonstrations.wolfram.com/NanotubeBuilder/
Furthermore, you may have further considerations like how to generate molecular mechanics parameters. For example, you may be interested in how to generate the nanotubes to be compatible with AMBER, or GROMACS. The following may be of use if that is the case: https://github.com/bio-phys/cnt-gaff http://www.gromacs.org/Documentation/How-tos/Carbon_Nanotube
I should also mention that VMD and Avogadro, which are more easy to use, can create carbon nanotubes. VMD can create boron-nitride nanotubes http://www.ks.uiuc.edu/Research/vmd/plugins/nanotube/