I'm not a native or an expert, but possession in Japanese is so different from English in my opinion, that it's better to avoid thinking of possession as an active ownership, like English.
I'm not sure about the sentences you gave, but rather than having an actual verb for 'to own', the sentences literally translate to:
as for (owner), (object) exists.
私は三個本があります。
It may not make sense in English, but it implies ownership by saying the object is there, when in relation to the owner.
As for your last sentence, it's more accurate to say
部屋に窓があります。
In the room, a window exists.
It implies the same thing in English: There is a window in the room. I'm not sure about using 'ha' instead of 'ni' for places, but you probably could get away with it if you meant the room as an object (walls, floor and ceiling) rather than the space that's considered the room.
That reminds me, you can use both particles right after each other, if you want.
部屋には窓があります。
This has the same literal meaning, but is focused on the room having a window, rather than the window being inside the room.
I did a bit of research, but I can't really confirm what I get from google - so take this with a hand full of salt - but 持っている is for objects that can be lost, while あります is for inherent traits, like having a brother. Regardless of whether or not your brother is dead, he doesn't stop being considered part of your family, therefore you cannot lose a brother through normal methods.