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.
For example:
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.