Wikipedia has info in the projectiles page about the force of a paintball when it leaves the barrel
Projectile - Wikipedia, the free encyclopedia, i've just ran it by the resident physicist and the page is correct, it does work out to about that value of 4.1kJ/Kg.
I couldn't find any info on the force required to break a window however, just info for windshields and specialized bulletproof glasses and that.
There's a lot of considerations on where the window needs to be hit in order to break more easily, the area of the window, the area of the paintball, the density and composition of the glass (eg if it contains extra atoms to make it more flexible and resilient) and so on. Won't be easy to calculate... any materials engineers out there?