Both of those codes are for bank 2 sensor 2, which is the driver's side downstream sensor (downstream meaning after the catalytic converter). The downstream sensors are only there to monitor the health of the cats, so they will have precisely 0 impact on performance. They will matter when you go to get smogged of course

It's a pretty cheap part; I'd say take care of it when you have a free afternoon. The only hard part is snaking the wire up the firewall (use a straightened wire coat hanger).
As for the windows, yeah, check the fuse. If that isn't the problem, you'll have to take the door panels off, break out the multimeter, and start tracing the path of electricity. Come to think of it, check for voltage at the fuse slot first, before taking the panels off
