Johan shot and killed his parents. He was also planning to kill his sister, Anna, but either he missed or she fought back. The bullet hit the window behind her instead, which is why it was broken (there were also no broken glass on the floor behind Anna when they were found, so it must have been broken from the inside going outside). Anna got a hold of the gun and shot Johan in the head in self-defense.
The whole situation with both parents dead and supposedly killing her brother, put her into shock (her muttering to herself "...kill..." might be Anna telling herself to kill or be killed but idk). When the twins were reunited once Johan gained conciousness, Anna was frightened to find him alive, because now she knows he will try to kill her again soon.