This year, 2017 we bought new windows for the whole house. Where do I file this so I can get credit on my taxes? What info do I need to file.

The new windows would be an improvement to the home.  The cost of the windows are not deductible on a tax return.  However, they would be added to the basis of the home when it was sold.

If the exterior windows and skylights meet or exceed the version 6.0 Energy Star program requirements then they would be eligible for the Nonbusiness Energy Property Credit if that credit is extended by Congress for tax year 2017.  The Nonbusiness Energy Property Credit expired at the end of 2016.