Congratulations on your first resin kit.
Depending on the thickness of the resin, you can either carefully cut out the windows (if the resin is thin this is the preferred option) or (as on the Parkwood shunter kits and classes 15/17/Ivatt prototype which i have built), after i had painted the final livery, i painted the windows gloss black and then fitted acetate sheet on top, stuck on with PVA, so that they catch the light like ordinary models do.
On this model i'd be tempted to cut out the cab windows but not the side ones (rembering its only the upper five panels that are windows).
I think it all depends on the thickness of the resin body in the window areas, and how fiddly you want to get.
Scrub the resin body with CIF on a toothbrush when you are done, to degrease it, then spray with Halfords grey primer, and then halfords satin black. Cheaper than anyone elses aerosol black!
HTH
Bob