Hi Joannie,
Sheet gelatin is one of those items that sound like a great idea as a concept but in practice can be a little disappointing and quite challenging to work with. Unfortunately Sheet Gelatin is notoriously difficult to work with for exactly the reason you described, it tends to 'curl' out of place in much the same way that parchment paper tends to move and curl up on the corners of a baking sheet when its not secured. That said, I have used sheet gelatin successfully in the past by securing it with a fairly stiff Royal Icing that is secured in place by sandwiching the sheet gelatin in-between little blocks of baked gingerbread. The gingerbread 'blocks' hold the sheet gelatin in place quite well. Of course the 'gingerbread block' method is only an option if you have a sufficient boarder behind the window in which to hide the gingerbread blocks...but if you do, this is a great way to secure it. (If you don't have clearance to hide the gingerbread, you might be able to work it into your window design by making it a visible boarder...just a thought.)
If you don't have the needed clearance to use the 'gingerbread block' method, then you can try to secure the sheet gelatin with Royal Icing and simply weight it in place while it dries. A suitable weight might be a spice jar or small bottle. Once it had fully dried in place (usually 2-3 hours depending on how hydrated your Royal Icing is) you can remove the weight.
I hope the above will help you. You just need be careful not to damage any decorations you may have placed on the 'public' side of the gingerbread while you attach the sheet gelatin windows. As I noted, sheet gelatin is challenging to work with but if you can get it to work does present a very realistic looking window. These days I tend to use hard candy for the windows on my creations (especially Isomalt, which looks deceptively like glass when its made properly). Although Hard Candy is a little more work upfront, I find it much easier to work with and more durable in the long run.
Hope this helps,
-Adam