Windshields are made of glass/plastic laminate and will just get holes punched through them. Although the glass will "star" crack for a few inches around the hole, it will hold together. Side and rear windows are merely tempered glass. This will immediately shatter into thousands of tiny fragments, but there will be no large shards with sharp edges. If you shoot from inside the vehicle, the pieces will mostly blow outward, away from you, although there is some risk of an errant fragment blowing back into your face/eyes.
