Trainz can not show glass as it should be, maybe in TANE but for now you can not get a really good glass window. For most railcars you only need a flat plain as most glass is flat but not all. You do not need to make both sides of a window as you normally only see the outside.
The way I make square windows is as fallows, there are other ways to do this.
step 1. Make the wall from the bottom of the car to the bottom of the window, this should be around 6"wide on the X axes.
Note this is from a Pullman car made some time ago.
step 2. Extrude the top of the wall 2 times, first to the top of the window, second to the roof line. The center part is separated and 2 new faces added.
step 3. The center part is then re-sized on the Y axes to fit on one end from the car end to the first window. This is then copied, moved, and sized, giving you the rest of the wall.
step 4. Make the window frames that hold the glass. I do this with one mesh on the bottom and top that covers all the windows and a mesh that covers one left and right side.
Step 5. Add the glass plane.
