I'm sorry but this post is confusing. You want to make a nest for birds to stay in on the inside of your house but not in your house and it's not your house but the birds already nest there. that is how it is reading to many of us and is becoming confusing. Also insulting people and swearing isn't going to get you help. Just saying. Reading through what you write before posting it and reading it from the point of view of someone who doesn't understand what you want will help make things easier to understand.
What I read in the first post is that you would like make a nest for birds inside a wall correct? At least that's how it comes across, or do you mean inside a double glazed window? owing to the sticking to plastic frame thing. If you're going for the second option you're just going to ruin the window's insulation like that.
As for what the others have said Sparrows can carry disease (salmonella being the top one) along with other stuff, it goes hand in hand with a wild creature. You'd also be surprised at how easy a small creature can get in the house especially if they're permitted through the outermost wall.
As for just sticking some wood to some plastic all you need is some strong glue, but depending on what your plan is it would be easier to just leave it and just have some feeders up