Where do I claim the tax credit for energy efficient windows, do not see that option under energy improvements.

[Gaj1]

Only see these options
Solar electric costs 
Solar water heating costs 
Small wind energy property 
Geothermal heat pump property 
Qualified battery storage of at least 3 kilowatt hours

[DawnC]

Click Continue on that screen and the next.   The first part is the Solar/Clean Energy credit.   The next section is for energy efficient residential improvements, which is what you are looking for.