Bernard Hallas says:

It depends what YOU mean by “building Scale Model Windows”.
One can copy or create model window shapes, take them into a word type document or imaging document as black-line drawings and print them onto the kind of plastic sheet which used to be used for overhead projector “transparencies”. Your local copy shop or business centre will be happy to oblige. This works with any shape, and because you are printing from an image, is easy to produce as many times as you like.It is also easy to rescale, but ensure the thickness of the glazing bars suits the size of the window if re-scaling.)

Another way I have seen is to draw the shape you want onto a sheet of heat resisting material, “Paxolin” sheet, or even wood, and carefully “engrave” the shape into the surface enough to hold fine brass wire into the shape you want. Cut & position the wire pieces and then solder the joints. File the excess solder off the joints to be sufficiently tidy for your purpose. Clean & paint the wire to your desired colour, then glue your glazing material to the shape. This works well with curved window shapes and gives depth to the frame.

The third way is to cover a sheet of the glazing material of choice with masking tape, then draw your windows out onto the sheet. (Allow space all around each window to allow for cutting around to separate it from the sheet and secure it in your finished structure).
Next, cut the glazing bars, not deep cuts, just enough to cut through the masking tape. Next remove the glazing strips of masking tape. Use the tip of a blade, and tweezers, leaving the panes covered by masking tape. Spray a few coats of your desired paint colour over the sheet, then when sufficiently dry (12-24 hrs) carefully remove the tape from the masked-off panes. You can then separate the individual windows, leaving enough material around to fix them in place behind the walls in your structure. This way your glazing bars can be any colour you want.