Hi Andrew,
Many ways to do this… It can be as easy as adding a video track on top of that main content. lay the window images down on that track, crop and/or scale to fit in the box you want. Or you could put it all into another sequence and add a border effect or create some type of box graphic in photoshop and lay your video over that. Once it looks good you can just nest that whole sequence over the top of your main video and crop and scale it to fit. There is also a nice 3d tool under video filters/perspective/basic 3d that will allow you to skew the overlay on the X,Y,Z axis.
Also once you create an effect you like, you can just copy it to the next clip with right clik paste atributes select the motion box and apply. You may want to look…can’t recall… but I beleive there is a few prebuilt picture on pic effect you could just drop on the clips you want in the window.
Hope this helps
Tom Butler
TKO Productions Ltd
Minneapolis