Soundwaves are made up of pressure waves. A pressure wave results from the explosion of the propellant of a firearm’s ammunition. The explosion works just like any other explosion, creating an overpressure blast, which is the fast onset of a pressure wave. If the glass is hit by such a pressure wave, it can break.
However, the explosion created by ammunition tends to be fairly small, and in a bare barrel is widely dispersed. The pressure quickly dissipates.
What would cause a break to happen would be if a gun were fitted with a muzzle brake, picture here(It’s the square dealie on the very end of the barrel). The vents on the side of the brake funnel the pressure wave tightly in a specific direction. If glass were in the path, yes it could break. Higher caliber means, generally, bigger explosion, which means more pressure.
Here is a video example of it happening to a tail light. I understand it it plastic not glass, but I think you get the idea. Youtube link, I apologize. Video. The muzzle brake is right up against tail light in way way that funnels the pressure wave directly at it. This is possible through a combination of a very large caliber firearm and very close contact to the object. Reduce the caliber and/or moderately increase the distance, and the outcome will change.
This is not the stereotypical “high pitched resonance makes glass shatter” situation, this is the energy being funneled to make a pressure wave shaped hammer situation.