When you say you got a window, what did you get? The front vent window assembly is a unit that consists of the window in its frame, and the frame itself includes the front track for the main window glass. It is attached by a couple of torx screws in the top of the door frame, and a single bolt at the bottom of the long track inside the door. It isn't terribly hard to replace, but you do have to take the door panel out, and remove the ouside trim/weatherstrip too. If you got the whole assembly, it should fit any XJ from 1984 to 96. If you got just the movable part of the window, it probably won't fit even if you are able somehow to disassemble the unit, because there was a change somewhere around 86 or 87 in the latch, and perhaps in other details of the window.
edit: I realize you didn't say above that you got an opening window. Like the opening version it's supposed to come as a unit including the frame, and I don't know whether it would be possible to shoehorn a piece of glass into the rubber gaskets without breaking it or the gaskets.