There are many possible ways you could go about it, but perhaps this will give you some ideas.
Instead of thinking of the window as a solid chunk, think about the separate parts (sill, frame, bar things, glass, etc.) as, well, separate.
Model the frame:
Add the bar things as separate parts:
Add the glass:
The result here is admittedly pretty terrible, but in my defense I was hurrying so that the the gifs wouldn't be too big.. If you spend a little more time adding details to each of the components, you can get something more like this:
By adding even more detail (e.g. screws) to the places were parts are attached, you might make it even more believable.