It is definitely a good idea to keep the windows and casings the same color. It will make a difference in the finished appearance. I have no experience painting vinyl windows, but it doesn't sound like a good idea. You would have to confirm this with the window fabricator before trying it. The french doors, window casing, all trim, wainscot and even the ceiling in this photo are Benjamin Moore Dove White. It is a good staple... soft and light.