Add soffits, roof vents. With the windows, at least go to menards and buy a can of window paint. It will at least let the light in and not allow seeing in. For the sidewalk between the garage and fence, I would rip it out and re-pour it. I would place a PVC drain running to the alley. Make sure you have rain gutters and downspouts running to the alley too. For the cement walls, I would pressure wash and dry completely and then use bridge sealer on the inside walls and floor.
http://www.unitex-chemicals.com/products/epoxyproducts/bridgeseal/default.aspxI use this stuff on my shop floor and garage floor. I just add some floor grit to it and it works great. It absorbs into the cement.