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. More common is *janua* (literally, “door”), usually with a genetive indicating the door to what is intended:

> 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