I use one of those solutions that look like white glue- I think I am using Micro-glaze right now. The stuff is for both actually making windows, but also for gluing styrene ones in place.
For windows that pop in, I try two methods. First, I put a gob of blue tack (poster putty) on a coffee stirring rod and see if I can stab and hold the window. If so, I apply glue to edge of opening and pull window in place. The blue tack will release with enough pull and hopefully the window stays in place.
If that doesn't work, I then try to make the window with the Micro-glaze. It is a challenge, but that stuff will make some pretty large windows if you work with it.