how do u mold plexiglass? it comes in a flat piece.

here is what i am trying ot accomplish. if u dont like it , think its stupid, or are gay, leave your comments out, i like doing small projects that are cheap.

1: get afew sheets of plexiglass, and mold them to the shape of my windows, replace windows with plexiglass, not bolt in, but keep funcional.( i cna do that part)

i need to know how to sculpt it/

1: oven maybe?
2: torch?

fo r hte windows, all it needs is a slight bend ( u knwo how windows are slightly curved, not a str8 piece.