Whether you say fenestra magna or magna fenestra is up to you – both is absolutely fine in Latin.
If you go with fenestra at all, I recommend using the preposition ad, because there is a precedence from Terence (Heautontimorumenos 3,1,72): quantam fenestram ad nequitiam patefeceris “what a great window to licentiousness you will have opened.”
But that is not a common expression, the translation of “window” as fenestra seems too literal to me. A more common way to express the idea of an access or opening figuratively is janua (literally, “door”), usually with a genetive indicating what the door offers entrance to:
Magna janua historiae
But historia more typically means “recounting, account of past events” (it also means “story”). It is not wrong here, but since you are presumably referring to “things of the past” (and not to “historical works”), I would personally prefer res veteres (literally: “old affairs”). Also, magna is absolutely fine, but why say something boring like magna when you have cool words like pergrandis, so here is my preferred translation:
Janua pergrandis rerum veterum
(By the way, the word janua is etymologically related to Janus, the god of beginnings, and through him, to the month of January; the entrance to the year if you will.)
I like the idea of a door because, like a window, it can be big. But it is usually for going through, whereas a window is for looking through. You are probably talking about something that offers a view of history, which could be expressed by prospectus (or conspectus). It can be used with the genetive, but I guess that would be more of a “view of something.” Alternatively it is known to be used with ad (prospectus ad urbem is given as an example by the dictionary, though there is also conspectus in Capitolium). The disadvantage is that a view cannot be big, but I suppose it can, for example, be praestans (superior, excellent); so for example we might say:
Prospectus praestans in res veteres.
If you like, you can also combine these approaches:
Fenestra lata prospectum magnificum ad res veteres patefaciens
A wide window offering a magnificent view into the past.