If you are looking at a house and it has windows mounted on it you would say, for example, the windows on the house are clean. The windows in the house would refer to windows that are being kept or stored inside of the house for some reason.

The short answer is "in". However, it would be probably be more usual to say "The house has (eight/broken/double-glazed) windows." You might say "There are four windows on the front of the house." Or "This is the largest window in the house." Interesting question!