Car controls windows lights maybe locks

antleo:
How hard will this be to set up?

The devices you list are all simple DC devices and the circuits to control them are simple. If you understand DC circuit design, this should be easy. If you don't, I suggest that you are not ready for this project yet. What will be far more of an issue is making all this wiring and electronics mechanically, environmentally and electrically robust. Cars are tough environments for electronics, and the last thing you want is something that glitches out when you start the engine or stops working when you go over a bump.