BluArcher, double check that all the directories are typed correctly. 1 missing or extra character will stop it working e.g. text instead of texts and nothing will happen.
City of Heroes\data\customwindows\
City of Heroes\data\texts\English\menus\
For the custom window, you can use /customwindow Macro in game to make one, and that should populate that folder correctly. Then you can add or replace it with the above.