Best way to drill through a window beam

Ecnerwal raises a good point - I would want to know for sure what it is before drilling through it. Metal plates are often put in around wires and pipes specifically to stop you from accidentally drilling into them - you could break electrical wires or plumbing, potentially causing a fire or a flood.

The plates work like this image shows:

The best thing to do here probably isnt applying more force - either drill somewhere else, or open up a small hole in the wall around it so you can see what you are breaking, then decide if its still a good idea.

As for what will drill through it - it depends on exactly what it is and how thick it is. Drilling through strong thick steel requires lubricating oil so you dont overheat and damage the drill bits. They will dull very fast without it.

For ordinary casual woodworking and household maintenance, almost any drill bit is sufficient. Fancy coatings make little difference for light-duty use. "Split points" can make drilling in exactly the right place easier on difficult materials; I haven't noticed much difference when drilling wood.

The kind of bit, in larger sizes, will make more difference -- above half an inch you start having to choose between spade bits (inexpensive), hole saws (mid priced, cleaner cuts), and Forstner-and-similar (more expensive, clean holes, can do some things neither of the others can, but drill sliwer than hole saws; they're more often used on drill presses), or a few other less-common variations in the theme. (I own bits in all three of those categories, for different tasks).

I haven't used impact drivers enough to have opinions on those yet.