How to fit a pvc window to a corrugated metal shed
Actually they probably will carry the load just fine. The general process is this


Buy the window size you want in vinyl. It should fit between the framing members (you do not want to cut those)
Buy some aluminum channel bars ("C" shaped). You'll need 4 at least as long/wide as your window. Construct a frame from these pieces, using two channels on the sides to support the top and bottom. You'll have to cut the top and bottom to slide over the shed wall itself. The finished frame should wrap the opening, leaving just enough room for your window. If the channel isn't painted, now is a good time to paint it. Caulk the top and sides with the best outdoor caulk you can get.
Insert the window with some exterior caulk to glue it in. Screw through the window flanges into the frame from the inside (short self-tapping screws should work)
Get some wood or metal (wood is probably cheaper) and run it vertically between the horizontal supports of the shed frame. You'll want to L-bracket it to the frame or floor and screw through the outer shell to this vertical support. This will help support the weight of the window and keep the sheet metal wall from pulling away from the frame
Make a flashing (spare sheet metal will do) to go over the top of the window frame. It should extend at least half an inch beyond the window. This will help keep some of the rain out of the top channel (caulk should prevent the rain from penetrating but you don't want water freely pooling up there either)