Katie, you are probably having difficulty because most window components (if they have been constructed properly) will automatically cut holes into whichever wall they are laid onto. This results in the window itself appearing to be lying on its back if you open the file. The point is not to open the file...or if you do, in order to download it or check it out...then save it somewhere.
What you then need to do is import it into your existing model of the house. When you do this, you ought to find that not only is it the right way up but it will orient itself to whatever surface you lay it against and then cut a hole in that surface and embed itself the way you would expect it to.
