To create your own window library part first you draw/model the desired window you after. Most used ARCHICAD tool for this is the slab tool, because it is quite easy to model your window with different slab shapes. Saying this you can use any tool you like whatever suits you best to get the result you are after. In this example I use the curtain wall tool.
YouTube link to the tutorial or scroll to the end of the post.
You start with wall, the window shape you are after ( in this case a spline which I duplicated to use later ) and a polyline the same size as the wall. This is to make sure the new window you create fits into the 3D wall