you're totally missing the point though. "Window" is one song, and Zooropa was a full album. as a musician, i know best that it's pretty easy to prepare heavily and nail down one song, compared to rehearsing 4-5 songs.
once again, from a musician's standpoint, it is easier to play a song that's fresh in your mind. considering they recently finished all the mixing on the song(trust me, it's a long, long process), the song is most likely engraved in their minds at this very moment, which will make it a lot easier for them to rehearse. actually, it would be a lot easier for them to bust "window" out than an old song they haven't played in a while like "Wire", for example.
and to answer your first question on whether or not the band just played the song live in the studio and then recorded it, while it may not be as simple as you made it sound, the answer is actually yes. that's normally how the process works. the band has to feel the song before deciding to put it down on tape, and for history sake, that is normally how their songs develop, by them jamming, and then laying it down on paper.