The windows are the same piece as the roof and it can be hard to get them removed the first time, but it comes much easier with practice.
The secret to getting these apart is to squeeze the windows in from the bottom or sides instead of trying to reach over the top... hold the car in front of you with the side windows facing to your left & right between your hands.
Press in on the notched/raised rear windows with both index fingers using a pushing up motion at the same time to "unlock" the raised tabs from the windows. Switch to the front windows and do the same. Repeat on back windows again... usually by this time you have opened up the roof enough to get a grip on the roof panel and raise it straight up & out of the car.
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Don't mar the finish by using wedges or screwdrivers to pry the roof up or the window frames out - it just isn't necessary.