Before I get to your actual questions, let me first get a copyright issue out of the way. You really should contact the original creator before using his window design on your own wall. Ask if it's OK. If he/she says no, or doesn't respond at all, come up with your own design. Don't use that particular one.
Also, since you're admittedly new to texturing, I must ask where you got the stone brick image you're using for your wall. If you made it yourself, nice work. But if you pulled it from somewhere else, you must make absolutely certain you have permission to alter it and to use it in this manner. If the image came with a license, does the license specifically allow alterations (derivative works)? If it didn't come with a license, you must contact its owner and ask what is and isn't allowed. If it turns out that derivative works are not permitted (which in most cases they're not), then you must either find a texture that is allowed for that purpose, or you must make your own.
That said, let's get to your questions.
From: Rmike Javelin
I don't know how to get the blue-tinted "glass" area as before. My windows are crystal clear in the alpha channel.
The only way to see color on anything, whether in RL or in the computer, is if the thing is not fully transparent. If you want glass to be tinted, it must be translucent, not transparent.
So how do we create translucency with an alpha channel? If we think about it logically, the answer is fairly simple to deduce. Translucency is something in between transparency and opacity, right? Well, in the alpha, black, as you know, represents transparency, and white represents opacity. If translucency is in between transparency and opacity, its representative in the alpha channel must be in between black and white? What's in between black and white? Gray.
Make the glass area in your alpha channel a shade of gray. The lighter the gray, the more opaque it will be, since light gray is closer to white. The darker the gray, the more see-through it will be, since dark gray is closer to black. I'd suggest you start with a medium gray, and see how the texture looks. If it's too clear, make the alpha gray lighter. If it's not clear enough, make the alpha gray darker.
From: Rmike Javelin
Plus, I need opaque outside, transparent inside.
You need two versions of the texture, one with an alpha channel, and one without. The one with the alpha goes on the inside. The one without goes on the outside. Simple.
