It's not just windows it's pretty much all of the glass in the level though the glass attached to the central railings does not seem to count, once you've broken enough glass the achievement will unlock.
Make sure to play on normal so you're only dealing with the smallest amount of cops.
Pick weapons with large ammo pools, like the AMCAR or CAR-4 assault rifles, don't use shotguns or sniper rifles it'll take forever
Use Grenades to blow up the shops, windows included (Gage Weapons Pack #01)
- Use LMGs due to the size of the clips and total ammo (Gage Weapons Pack #02)
- Use the Grenade Launcher on the nearby shops (Gage Assault Pack)
- Use the Minigun/RPG (Overkill Pack)