Someone of my deviantart page requested a tutorial on how to do this, so here it is. First of all, this tutorial was made assuming you all know how to do some basic modeling. Here we go.
First, get the object you’re adding windows to and hide everything else. This will make doing the windows easier. I will be using a cube to demonstrate.
First, add a circle, or whatever shape you want the window(s) to be.
Move it outside of you’re object.
Extrude the vertices into the other object.