Unfortunately there isn’t actually much evidence for this being true, just some stories told by Russian soldiers who already hated and feared the guy. There were a lot of myths around the whole thing that mostly seem to be bs.

Basically “oooh big magician guy … scary, woooo… did you know the youngest daughter survived too?”

That said, I do not believe they attempted any window-hurling, that probably would have been a good test for magical powers.