Do you install the DSC PG9922 on the glass of the windows?
No. The DSC PG9922 are "listeners" and listen for the sound of breaking glass. A lot of people get these confused with shock sensors which do get installed on the glass of the window to pick up vibration.
These devices will usually listen for the sound of breaking glass for a radius of 25 feet. You will install these on a wall or ceiling in the area of the windows you want protected.