So sorry to hear about the damage! And you were smart to call the police and your car insurance company. Now, when it comes to your car, the best and easiest way to cover a broken car window is to tape a clear plastic garbage bag over the broken window after carefully cleaning out any shattered glass. You can use packing tape to hold the plastic bag in place but put the tape on the inside of the car, not the outside, so you don’t hurt your paint.
Remember that this is truly a temporary measure. You are losing a lot of visibility on that side of the car, meaning you’ll need to drive cautiously until the window is replaced.
Figuring out how to cover a broken car window until it can be repaired can take a bit of research. Online car enthusiasts offer a lot of suggestions, and wading through them all can take time.