The inside of a typical vinyl window frame will have spaced out chambers separated by vinyl webbing as a thermal and drainage system. The sill track channel of the windows should always allow water to drain, if water enters into the track a small hole will direct water through the frame and out the exterior weeps.
If a screw is drilled through the entire frame of a drain chamber water could possibly leak into the framing below and possibly cause dry rot or moldy insulation. I would not recommend drilling anything through the entire frame of a window sill, I've seen it too many times cause damage in just a couple years. Hardware through the first layer of vinyl, probably nothing to worry about. Its common the first layer of vinyl is used to attach hardware even on the sill.