Quick and dirty Poser method without using modeling software:

Open Grouping Tool with your tube selected.

Add a New Group and name it. Window for instance. Select the polygons where you want your window to be. Add the corresponding polys on the inside of the tube as well.

Assign a new Material to your Window group. Call it glass.

Close the Grouping Tool.

 Look in the Materials Tab and you will see that your tube now has a new material slot called Glass. Transparency goes here.

This is off the top of my head as Poser isn't on this particular machine. This is not a perfect method as it won't leave a nice finished edge like you can do with modeling software but it is fast and doesn't screw up any uvmapping on the untouched tube.