A pedant's plea for a proper pun

You're correct that capitalizing Windows gives away the joke. Since the joke is the whole purpose of the sentence, leave it in lowercase. I'm sure everyone will forgive you for your laxness in the case of one proper noun.

You should use the verb is because, in the end, the word windows should be understood to refer to the operating system. So it should be kept grammatically correct for that reading. Also, you might consider changing "is the" to "is an." The singular article would reinforce the singular verb.

To be grammatically correct, and yet not give away the joke prematurely, say:

The only kind of "windows" I want to hear about is the operating system.

Using "kind" sidesteps the whole is or are issue, and I added the quotation marks because without them the joke sounded rather dry when read.