This is how you learn to scratchbuild. A couple of cautions and/or comments: The nose appears to have been worked on prior to your acquisition. Not at all sure it left LocoWorks that way - Jan did not generally provide brass castings, preferring something called "Brittania metal." The window opening looks just a hair too large, although it is of the correct shape. As above, a layer of brass on top and bottom, and file to shape is the key.
I have carved two such windshields in the last month - a PA and an E7. I used a Dremel with carbide burr for the rough cuts, but it takes a steady hand and some experience. Goes really fast. Do not hesitate to spend money on good files, and remember - files get dull quickly and then become semi-useless.
If the sides are dead-soft (as in bend or deform easily) you are probably doomed. Brass in the half-hard state works much more easily. It is not impossible to make your own sides - you use maybe .025 or .032 HH brass, cut to shape, pinned and soldered to roof and ends, and then solder .010 battens, suitably impressed, on to the sides. This is not easy, but it will teach you a lot about soldering, which is what your goal is.
Here is one I am working on - I did not do the rivet strips, but did straighten them out a bit, and added some vertical detail to the openings in the side. You can see that the nose is similar to the one in your kit.
