To create a simple window with frame, drag a cube onto the 3D Canvas grid.

Now, using the Extrude Operation, set the extrude amount to 0.0 and the bevel amount to -0.05, and click the Extrude Button.

This gives us a smaller face which we will use to make the window. Now using the Extrude Operation once more, set the extrude amount to -0.03 and the bevel amount to 0.03 and click the Extrude Button.

Now we have a window with a frame. Color the glass of the window to your specifications(here I used a plain clear glass), and you have a nice looking, slightly recessed window with a window frame.