Hi , i started using blender a while back back am still nowhere an expert at it so i post here looking for some advice and help. I am currently going to model a building from a refrence image i found and i have an ok idea on how to go about modeling it but what im looking for is some help on what would be the best idea to go about creating the windows as in this image , the windows go right along and down the building. 
well you could model a window,then use the array modifier.
or duplicate your windows(ex of 5 across) array down.
without specifics its difficult to give credible advice.
but just an idea.
I had thought of that but i want it to be so like the window is part of the building as if i add glass texture to the windo i could be able to see through and not just see the part of the building that i have just attached the seperate made window to or would it not matter ?
if textured correctly it should not matter,remember you are duplicating a modeled window,each will be the same.and in the render each window would reflect properly its position.
so modelling your window with the glass already assigned the glass material.should net each duplicate the same.it has been a bit but depending on what it is you want,please be more specific.
just wait a bit,someone will come along with better knowledge than i.