I thought it might be helpful to go into a little more detail on the Plexiglas insert I built for the Sharp CV-P10MX portable air conditioner.
Below you'll see some metal twist clasps that are spaced off the Plexiglass with some metal washers. The nut is attached with Loctite Threadlocker to prevent it from loosening up with use.Search Amazon.com for portable air conditioners
The Plexiglas insert is compressed by the window itself. On the left of the picture below you'll see the left of the window pressing against the Plexi and holding it in.
The handle of the window is held with the eyelet bolt and tightened with a wingnut.
FYI - Here's a useful link to Consumer Reports for an air conditioner sizing worksheet.