Hi, does replacing windows create a lot of dust/mess inside?
Depends entirely on the type of window existing, installation application, and installer.
Yes, if you are having full replacement. Think about cutting through sheetrock, this results in a lot of dust spray. Then the window with this rough exposed broken up sheetrock is carried through the house to the outdoors.
Ask your workers if they are protecting your floors. Usually they think in terms of the front door area and the small area next to the window. Make it clear what your concerns may be. Be ready to stop workers and ask them to protect your wood floor or remove a special rug before they carry something covered with sawdust across it.
When we had full window replacement I was very thankful I took the time to pull furniture away, cover with plastic table cloths or sheets, anything. Everything within a few feet was covered with a fine white dust.
Also remove fragiles from general area and even from nearby walls if you have large picture windows going out. There is a lot of noise and vibration if a large picture window is cut. If you have a small window in a bedroom, just the area within 3' gets a dusting of sheetrock dust.
Good idea to take pictures of the before, the time the old window is out, then the after. That way you have a record of how things were if any questions come up about damage or quality of how things were. This is based on whole house replacement experience.