A baseball came flying in through the window.

Literal

Baseball [gen-の] ball [subj-が] window [from-から] flew-in-[toward-speaker-てきた].

飛び込んでくる is a stacked verb construction: 飛び込む ('fly in, jump in') + ~てくる ('come toward speaker'). Three layers of motion semantics in one verb. 窓から ('from the window') marks the source of entry.