If all that is holding your windows in is a bead of caulk,anybody could kick them in and be inside. There should be some type of screw fastener used to hold them in. The caulk is to be used to seal the gaps between frame and window.Suggest remedying asap, it is not at all secure.

In Canada, there is no specific code covering this. Usually I install a 1×2 wood frame in and out, attached to the concrete with “tapcon” screws. I then cap the outer wood with aluminium.
insulation and caulking is placed around the vinyl framework (hidden). The metal frame is removed first.