How did these windows break? and second one can't really be changed.

No, you'd need to say how were these windows broken, and how was it sent to him. It is incorrect said the other way.

how these windows were broken is a question... or a possible statement. not to be used in a regular sentence. your first sentence is correct

Thanks a lot, Ezer, how these windows were broken also could be correct, right?

The first setence you state How were these windows broken? Is the correct way to say it of the two sentences if you are asking a question. The second statement is correct if you are trying to explain to someone how the windows became broken. E.I. These windows were broken, because........