You'd have the situation of a big enough overall mass damping out the effect of individual people and other smaller bits of the station's mass moving around inside.
Wonder: If you were the sort who went in for running as an exercise, you'd get more of a workout running spinward (and so increasing your velocity around the circle, and therefore "weighing" more) as opposed to antispinward (decreased velocity and therefore decreased simulated weight). Again, a large enough torus would damp that out, by decreasing the overall rotation rate necessary for the desired g-equivalent.
As far as construction, build it, get the masses balanced and then spin it up. That actually was a problem engineers had the first time they saw Kubrick's version of the spinning-wheel station in "2001" -- the section under construction, they said, should have been completed in free fall (so you didn't have tools, parts and construction workers being spun off into the void), THEN spun up and mated to the existing section.
Windows and doors? I'm so used to SF space windows being made of transparent superstrongium (or better still, it's really just a force field) I take the handwave. Though, anyone remember "Space:1999?" The windows in the control room would break or crack at the slightest provocation, but an emergency repair could be made by laying a piece of office paper over the crack and sealing it with something from a handy spray can.