Translation:I want to throw this tool out the window.
Although I agree that "out the window" makes it clear the window was open, I disagree that "through the window" implies the window was closed. Compare "I went out the door" and "I went through the door." How about "the smell came through the window?" Neither requires any smashing.
The big difference between "though" and "out" is that "out" tells us it left the house. "Through" makes no assumptions about inside or outside.
The question is whether the Italian is specific that way.