I would make this window with slabs. Draw the profile in 2D and then magic wand it with the slab tool active, cut a hole for the opening, then use another slab for the pane of glass. You will also need to make a hole cutting feature so the window will cut it's shape out of the wall.
See the whole process outlined in Building Objects Creation interactive training guide at Graphisoft.com
http://www.graphisoft.com/education/training_guides/#GDL