The CAN shield can be both a receivers and a transmitter, you shouldn't need two of them (unless you are bridging two networks together.
Unfortunately, operating the windows is not something for which there is a standard message. And indeed the window controllers may actually be on a LIN bus (not CAN). I'm not sure there is a LIN shield, but it's a relatively simple physical layer chip and a UART, so you should be able to rig something up.
Then you will have to reverse engineer the messages...
If you can find out from a workshop manual what the CAN/LIN buses look like, you should be able to find somewhere to tap into the right bus.
Then monitor the bus and operate the window switch to see if a new message appears, or if some particular bits change in a regular message. There will often be sequence counters and checksums within the messages which you will also have to understand in order to correctly replay the appropriate message.