If its flat panels... pretty easy to cut. Buy the plexi and go for it. Use caution. Best to cut using a bandsaw on a relatively slow speed and fine tooth blade, then sand the edges. Melting while cutting with the bandsaw is asking for the plexi to crack.
If it was a bent plexi windshield you'll need to make a form and heat bend the new one. Heat forming plexi or Lexan is about the same process with different temperature requirements. (you'll have to look the temperatures up)
Best is to heat form in one shot by heating the WHOLE blank and pulling it onto the form (often with a border clamped to a frame and then vacuum used to pull the plastic to the form)
The problem here is the cost and complexity of setting up to form the windshield. Then you can expect to waste a few sheets of plexi/Lexan learning how to pull that monster.
I've done some work bending large sheets for making museum display cases. Straight 90 deg bend 4 ft long... THAT was a royal pain to set up. A compound curve is 10 times as hard for the same size sheet.
I've also done vacuum forming of parts in a 18 inch vacuum forming system. Even with a professionally made forming rig and excellent temperature control you often waste the first couple of pulls while fine tuning the forms.
Thicker means a more difficult forming process.
Common vacuum formed "bubbles" of products on store shelves are under 1/32 inch thick plastic, mass produced on computer controlled machines. THOSE waste a few sheets getting the setup right... but when doing thousands, you can waste a couple with little effect on total cost.
You're looking at one-off of an appx 5 ft to 6 ft windshield.... How much are you willing to spend to build the equipment to form it? (expecting to waste 2 to 5 blanks to get the forms right)