Bummer!
3 windows seems more like vandalism than theft.
I once had a window smashed in similar circumstances: underground "secure" parking, and they stole a snowboard that was hidden under a blanket. The security cameras captured it but it was too grainy to be useful. Inside job -- the thief entered the garage from the the building, not from outside.
I replaced the window myself from a junkyard (less expensive than getting my insurance involved). Unfortunately, that's probably not an option on a brand-new Micra.
Keep us posted what happens with the police.
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View my fuel log 2015 Micra S manual: 5.0 L/100 km ... 56.5 mpg (Imp) ... 20.0 km/L ... 47.0 mpg (US) ...