Clings are fine, and lights are OK as long as you don't hang them with something that will leave holes, residue, etc in the window area. They also don't want you using tape on the window, or those window markers.
Housekeeping won't take down your decorations, but if they see that you've put up something in a way that could cause damage or additional cleanup, you may be asked to remove it.
Be sure to remove your decorations when you leave, and clean up anything left behind on the windows or walls.