What type of texture is around your windows? Is it thick and heavy or very light?
If the texture is thin then you can apply some bonding adhesive and retexture it with some EasySand90.
If the texture is thick then you can use the same materials but just add a little less water and match up the texture.
As for infilling a window. You need to frame it in and use "blue board" veneer plaster. If you try to use drywall it will most likely crack around the periphery. When yoou are finished installing the veneer plaster remember to use a fiber glass tape around the edge. Brian