I never cover the staff building's doors or windows with anything but the door and window wall pieces, because you can easily change the colour of all staff buildings and it is fun to look inside the staffrooms. They are beautifully designed. Plus it is very realistic for them to be in a sight line behind the wall.
To get "reallistic" looking windows or doors in selfcreated buildings, you have to use a gap in your wall and fill it up, building your door/window with layering pieces, so you get a niche (don't know the english word for "Fensternische" and google is no help there either) or an indent/retreading in the wall to place your window in, because the prefabric windows give an ugly cartoony look being just "glued on" the surface of the wall (you never see a wall in real life with a protruding window, do you?).
(Edit: But yes, the first times I tried building in PZ I was annoyed at not fitting doors and windows, too.)