Reddit reviews Model-Making: Materials and Methods

Look at getting this book: http://www.amazon.com/Model-Making-Materials-Methods-David-Neat/dp/1847970176/ref=sr_1_1?ie=UTF8&qid=1394646633&sr=8-1&keywords=modelmaking+materials

That would be my approach but I would also create a jig to hold the windows while they dry. I would also take my time. Allow each piece to dry well before moving on.

Also I never use CA (super glue) for anything clear. It usually fogs and unlike the solvents (welding type adhesion), it adds material to the pieces you are gluing. Here is a lot of good info for your next attempt: http://www.bcae1.com/plexi.htm

Cosmetic wedges are infinitely superior to cotton buds (q-tips) when it comes to blending/cleaning up oil washes, watercolour washes or weathering powders.

I save the plastic-topped cork stoppers from whiskey and gin bottles, as they make excellent mounts to hold single models while painting.

Its good to have a supply of pokey sticks on hand. Toothpicks, bamboo skewers, coffee stirrers, bits of wire - they're all useful for stirring paint, prodding bits into place or encouraging superglue into the right spot.

Masking tape - Tamiya and 3M ScotchBlue are excellent for painting patterns like camo, hazard stripes or heraldry. Silly Putty is also amazing if you're airbrushing and need a quick mask.

Baking soda (not baking powder) makes superglue harden instantly and fill gaps. Don't use it for glueing miniatures, but it works very well if you're building your own scenery or doing a scenic base.

Model-making and working at small scale extends way beyond Warhammer. Look to model railways, historical stuff, architectural model-making, props, costume and theatre design, and you'll find masses of useful tips and ideas.

Edit:
This is one of the few very good books on model-making with loads of interesting tips and resources. The book's author David Neat has a great site with plenty of things to learn