Assuming you're making the exterior of the ship from mesh or surface commands. Those commands will connect dots and make patches between vertices in their regular pattern unless it's a NaN. You can make selected values of any of the X, Y, or Z values equal to NaN and the won't be included in the surfaces.
I don't know of any solid plotting options in MATLAB. Everything is surfaces. You're just going to have to add a surface inside the UFO's windows to represent the interior of the UFO.
It might just be easier to define the patches where the windows are as a different color rather than trying to cut them out of the shape.
