Here's one way of going about it. If
LoS is an issue you don't want to house rule your way around, you could always plug up the windows with plasticard. Another alternative would be solid walls of foam/
MDF/whatever clad in
CoD wall sections. If buying the Pegasus/
GW kits is still too pricey (cheaper than
FW, but not necessarily
cheap), all you really need are walls laid out on a grid.
You can just use foam if you aren't as concerned with aesthetics. A simple Google image search is enough to give you top-down views of the boards, if you want to replicate the same layout. Since it's grid-based, it should be simple to replicate wall thickness and spacing by extrapolating from the outer dimensions. If winging it, a piece of graph paper and a sprinkling of foresight will help you keep your boards compatible, regardless of layout.
It's pretty darned simple, actually, to get the
functionality of the Zone Mortalis boards, but the devil is in the details. Making it
look good is going to take money or a heavy investment of time and effort. If going fully DIY, any tutorial for fancy building facades will serve you as well as one specifically for replicating the ZM.