Years ago, Squadron used to carry sheets of clear PETG plastic which they advertised as "Thermoform" plastic. The instructions which came with the sheets detailed the 'plunge form' technique. In essence, the master part (your windshield, for example) was glued to a dowel and then clamped into a vise. The plastic could be heated over a candle or a burner on the stove until the plastic began to sag, then 'plunged' over the master part and pulled down until the plastic cooled. It worked pretty well for very simple parts (no undercuts or details such as framing, single radii), but it pretty much required a vacuum assist for more complicated shapes or detailed parts. I'm not sure if Squadron still carries these sheets, but I know that PETG is available through Amazon.