In multiplayer at least, select a man and click on a window (when you see a green icon) to have him look out of it.
I'm not sure whether he will automatically shoot out of it,he's more likely to if u click when u see his 'shadow' by a window. And u can't direct control them either.
For some reason in multiplayer there aren't so many buildings where the roofs disappear so u can see inside which can be fiddly.
Buildings should (and could) work a lot beter than they do.