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Feathering creates a blurred edge that fades off.  You want a crisp edge for your airplane windows, so you do not want any feathering.  As far as jagged edges, Photoshop is pixel-based software, meaning that the smallest possible unit of color information is one pixel, which is a square. You can actually see the individual pixels in your photos if you zoom-in to about 1,000% magnification. If you attempt to create a smoothly curved shape that is actually comprised of tiny square-shaped pixels, you will eventually—and unavoidably—encounter jagged edges at extreme levels of magnification. The Pen Tool is the best possible choice within Photoshop to minimize jagged edges on curved shapes, but if you truly want an absolutely perfect smooth curve then you need vector-based software such as Adobe Illustrator, which does not rely on pixels at all. (Aside from that, I know nothing about Illustrator.)

The other way to minimize jagged edges is to start with a large (high-resolution) photo. The airplane photos that you originally posted here are rather small, so it doesn't take much magnification to start noticing jagged edges.  If you shot exactly the same photo on an image containing 5x as many pixels, then at normal viewing magnification each individual pixel would appear roughly 5x smaller and any inherent jaggedness would be imperceptible.

I'm going out shortly, but unless I'm hopelessly hung-over tomorrow I'll try to give you some simple steps to outline your windows with the pen tool.