Fixing it in place is usually easier but, if you still want to remove the sash and bring it to a glass company or hardware store for repair you will need to do the following depending on the window.
On the inside of the window, on each side, between the sash and you, you will need to remove atleast one of the window stops. This is a small piece of wood that runs from the bottom to the top. (where you would install a pull down shade.) Some are nailed in and some are screwed in.
If you are lucky you will only have to remove one side. After removing the side, raise the bottom sash above the sill and tilt the window in toward you from the side.
At this point you should see the sash cord attached to the side of the window. Generaly you would see the rope with a knot in it recessed into the side of the sash. Carefully hold the cord above the sash and gently pulling it down to remove the tension you should be able to remove it from the window. While holding the cord, Gently allow the rope to go back into the weight box. It should stop before it hits the pully.
NOTE* there is a window weight on the other end, do not let go of the cord until there is no tension on it or it will go flying up and you might lose it in the weight box.
Do the same to the other side of the window.
If you are unlucky and it is the top sash that is broken, you will need to remove the parting stop that holds the top sash in place. Again you will find this on the side of the window next to the sash and it should be about 1/2 inch thick and it sets into a recessed groove. Carfully pry the stop out and follow the same steps as before to remove the sash cords.
After the window has been fixed, reverse your steps to reinstall.
As you can see, whenever possible, it is easier to fix it in place.