Yeah, crowbars can’t pry open windows, only doors. To silently open a window from the outside, you need to have a hammer and screwdriver, and disassemble the window with the construction window (which takes a small amount of time.)
Creatures smaller than you, such as child zombies and zombie dogs, have an unreasonably large penalty to hit in melee, which makes them very difficult to kill when unskilled. In fact, you’re often better off picking up random nearby things and throwing them than you are trying to hit them in melee.
Try not to get disheartened. Sometimes you just get unlucky, but every run is a learning experience.
Oh, and by the way, whenever you start a new game, it’s often a good idea to explore any nearby roads away from major map points. They have a good chance of spawning interesting things, such as dead military patrols or crashed helicopters, which can be a big early boost to a game.