I assume that the problem with the control collection is not directly related to RadWindowManager but to the custom code, manner and point of life cycle you are trying to add the control. You can easily test this by trying to add a standard asp button. In case you succeed with the button but experience problems with the RadWindowManager, please prepare a sample, fully runnable demo which shows the desired result with the button, open a new support ticket and send it to us along with detailed explanations and we will achieve the same effect with a RadWindowmanager instead of the button.
In case the problem still persists with the button, you should revise your code and find the reason for the problem.
As to your second question, no, ther eis no way to create a RadWindow on the client without having a RadWindowManager. I am not sure about your exact scenario, but you can also consider using a single RadWindow instead of the manager if this suits better your requirements.
the Telerik team