First, NEVER try to use cement to cast windows and doors ... the detail is too fine and your casting will crumble.
Several products may be used for casting windows and doors. Purpose, price and personal preference will be the driving factors for each one.
If you plan to make structures with clear windows, the easiest would be to cast using clear resin, casting the frames and panes as one unit. I use Clear-200 made by the Smooth-On Company.* (www.smooth-on.com)
There is also a product called Enviro-Tex available. I believe it can be purchased at most hobby shops and is used to make rock-hard surfaces on bar tops or used in decoupage projects. If you prefer a challenge, skim the mold before the window has cured. Once cured, flake away the panes and attach the frames to either glass or plexiglass, and install them into your structure.
If you are like me, and do not want the inside of your structures visible through the windows or prefer a dim opaque glow when buildings are lighted, there are several products available:
Alumilite is a two-part urethane resin mixed 1:1 by volume. It is available by mail order from a number of suppliers, among them: Gary Beck (905-295-3686), and M&S Productions (910-270-3151). Alumilite sets within three TRUE minutes, produces an excellent product, but is somewhat pricey.
The Smooth-On Company* produces a two-part plastic, also mixed 1:2 by volume. #1506, which is less expensive than Alumilite and takes a little longer to cure, produces very good results. The finished product dries to an ivory color and takes around two hours to set and demold. It is completely cured overnight. I routinely use this product for windows, doors and roofing. However, it is not available over-the-counter, but may be obtained via mail order on the web.
The least expensive product to use is Bondo Car Body Repair. It is available at any automotive, hardware, or discount store such as WalMart. Bondo runs about $12-$15 for a one-gallon pail. Take care not to mix large quantities because it cures very quickly and you could end up with a mess.