Obviously, the guy can't walk through glass. If he could, he wouldn't need a piece of paper to cover the edges of the hole in the glass while he goes through it. It wouldn't look too cool if you could see the edges of the hole in the glass, would it?? Hence, the paper over the glass. How corny is that....
Its not a continuous shot, because when he takes his shoes off, the camera pans away from the window, and during that time, anything can be done to the glass. Or the glass could have been hairline cutout even before th tape started rolling. The only part of that I found creative was how the glass panel gets installed behind him so quickly, so that when the paper is removed, the camera doesn't pick it up.