Here are the steps to follow. First know that there are two tools needed. One is the rivet tool and the other is a small mandrel that screws into the rivnut and presents a thin shaft for the rivet tool to pull. Below are pictures of each step in the process. The mandrel I used is not easily found but I will include them as long as I can find a supply.

Mandrel and rivnut. Hole is an F drill or .257 diameter.
Mandrel started into rivnut. It needs to be flush with the other end to maximize the number of threads engaged.
Mandrel in rivet tool. This is one of the least expensive tools. More expensive tools come with larger mandrels threaded at both ends.
Here the rivnut is in place and the tool is set to pull the mandrel down, crushing the serrated rivnut barrel. This takes some muscle to compress the barrel, so squeeze hard but slowly and watch the barrel closely.
You can now see the barrel is bulging slightly. This has caused it to expand and grip the inside of the hole. This is all that is needed. All you need to do now is verify that it does not turn by twisting it.
Now you remove the rivet tool and take out the mandrel.
This is how it will look on the outside of your garage door ready to install the plexiglass windows. Note that the rivnut body will keep the plexiglass from sitting on the metal door so I recommend to put a bead of caulking on the door at least at the top but all around is best.