Does insurance cover the set of windows on the side of your house if one gets broken?

If your window was broken due to a covered peril such as Fire, Wind, Hail, Lightning etc then it is certainly covered subject to your deductible.

The occasional broken window is a normal and expected part of home ownership. If someone just accidentally broke the window while moving something or by opening and closing the window then it would not be covered unless you have coverage for glass breakage on your policy.

You can refer to your home insurance policy to see if you have glass coverage.

Bear in mind that most window glass repair is very cheap and usually far less expensive than your deductible would be for a home insurance claim.