depends on if you want a window for just ventilation or for direct sun. We built our coops attaching exetrior vents; several sizes at your Home Depot/Lowes over in the roofing section. These are eave vents that have a metal or plastic fixed openings and screen on the backside. Cut out a hole in the wall just smaller than the vent so you have room to attach and then caulk it around the edge to seal. All done.
Several sizes. Install several vents lower down the wall about 2 or 3 foot above the floor so the smells at chicken level will vent out. Have not had any problem with rain coming in.
An alternative, or in addition: install a shutter like door over an opening; cut out an opening and hinge it on the outside and install a hook and eye bolt to hook open and close ( like a shutter) on the outside of the coop (hint: measure and pencil in opening; cut out the hinge side first and attach the 2 hinges to the one side, then cut the other 3 openings). Install hardware cloth or similar to the inside. Make sure you have room for the shutter/door to be open and not in the way of anything else. Decide if you want to attach to open to the side or towards the top. Ours hinges to open towards the top (lifts up) and secures open with hook and eye bolts. Hope it helps. Use Craigslist or Habitat for Humanity, etc., for good prices.