Is it unlawful for an employer to have an employee pay for a window that was broken by mistake by the employee while working on a job site, by means of taking it out of the employees check? And also is there a law that states that a company that does installation has to have insurance for such incidents?

I would imagine insurance would be required, but business law is not my area of expertise.

However, regarding deductions from pay for such an accident, not without your voluntary written authorization. See Question #9 here:
http://www.dli.state.va.us/whatwedo/labor_law/powp2_faq.html