If someone broke your car window, the first thing to do is not to panic. Once you've ensured that your surroundings are safe, take out your phone. Don't touch anything, and take as many photos as you can. Mainly, focus on the damage done to the windows themselves. As well as, take some pictures of any other damage done to your car, such as the interior. Then, take notes if anything's missing from your car - personal property, etc. Finally, call the police and file a report. While you're doing that, make sure that you have the necessary documentation. You can then use this to claim insurance, depending on your coverage.