Decompression is already discussed in the other Concorde thread.
Have a look here :
Concorde question, post #68
and the few posts before and after that.
And yes, decompression was definitely taken into account!
The critical case was considered to be the loss of a cabin window with only three of the four air conditioning / pressurisation packs operating.
With a near-immediate emergency descent, cabin altitude would have reached 40,000 ft for about two minutes, which is survivable with pure oxygen without pressure breathing.
I wasn't personally involved, but obviously tests were performed to measure the air loss with the appropriate pressure differential.
And yes, that's why the windows are so small. They are slightly bigger on the prototypes, either because the tests hadn't been done before the construction of the prototypes started, or because the certification requirements were narrowed afterwards.
I don't know about the uncontained engine failure case (never happened either), but I suspect it was considered the resulting shrapnel would have resulted in several smaller holes, with a total area not bigger than that of a cabin window.
lomapaseo is right, in that many of the existing certification and airworthiness requirements for subsonic aircraft were either inapplicable or inadequate, and in the end a huge document, the TSS (Transport SuperSonique) Standards was written specially for Concorde.
CJ