Four cadets in military academy and there were some girl friends. A few shots around dorm room window. I don't remember it being a musical but there was some singing and I remember it being black and white.

It could be this one:
Brother Rat (1938) - IMDb (http://www.imdb.com/title/tt0029949/)

There is a sequel:
Brother Rat and a Baby (1940) - IMDb (http://www.imdb.com/title/tt0032286/)