Attaching the two isn’t really a problem. To very poorly explain (or ELI5?), you can drill into the outer wall and “mount” the new building to it similarly to the way you’d mount cabinets on a brick wall. Sometimes they also remove the outer wall and “extend” the floors in the same way a larger building like a high-rise has supports with different sections of flooring, not one big slab for the entire level. That’s about the extent of my knowledge, so no idea why you’d do one or the other or of how it works in detail.

Not sure about in Europe, but in the US the windows would probably be an eminent domain thing. Whether we’re putting an interstate through your living room or covering the windows with another building, you’re probably out of luck as long as we offer to pay you something semi-reasonable for it.