As someone else said, don't put a fence up. That could be seen as moving your boundary back and giving them a piece of land and will cause loads of problems in the future.
I would try to talk to them before reporting but have a good idea in your head of what you want to say. You definitely don't want to be talked into anything like letting them keep the door for the sake of good relations. That will hugely affect the value of your property. The only outcome should be reinstating the window and making good on any mess to your garden.
How did the builders get out there by the way? I'm assuming they didn't climb through the window! Is there side access other than via your property?If so, I would try to get this secured with a locked gate asap.