How to add the same option multiple times to product?

I have a shed business and people tend to order one or more windows with a building.

How do I set up an option for this, where a person can choose no windows, one or more of a utility window, or one or more of an insulated window?

Thanks!

Assuming that each of the sheds has a fixed maximum number of windows, you'll need to set up your window options to (best guess) identify the location of the window, e.g. left-side of door, right-side of door, back, and go from there.

Would it make more sense to create a new product for the window? If I did that, then how would I specify on the shed product page to add a window?

You could use one of the "related products" plugins to identify the windows that are associated with the shed (and/or include links to those windows within the shed's product description).

How do I set up an option for this, where a person can choose no windows, one or more of a utility window, or one or more of an insulated window?
I would assume that a customer would not mix window types(insulated & non insulated) in the same order??
So one could use attributes to add them to an order on your site
Possibly a text attribute for where they should be installed
If you offer different sizes this becomes a bit more complicated but probably still solvable

https://www.zen-cart.com/content.php?99-how-do-i-add-attributes-to-my-products

You can see an example HERE
The option could be combined as Window with insulated and non-insulated both in the drop down