HS-125 flight crew reported windshield failure during cruise flight. Diverted and landed uneventfully.

Narrative

At approximately XA:00; we experienced a Windshield brake at FL400. I was scanning the instruments and systems at the time of the occurrence; and believe to have seen something dark smack against the windshield (whether it was some kind of object or the windshield itself breaking; I am uncertain). Realizing what had occurred; I looked at our Cabin Pressure gauge; which showed the rate of pressure arrow in the full down position; with the altitude arrow; and the differential arrow; holding steady. Unsure of why the rate of pressure indicator was full down; I precautionarily donned my oxygen mask and discussed with the Captain our plan of action. He advised that we descend at a smooth and steady rate so to not put any more stress on the interior windshield pane. While in the descent; I continued scanning our Cabin pressure gauge; which seemed to be indicating a normal depressurization from FL400 to FL200; except for the rate of pressure needle which was still in the full down position. Because we did not seem to be experiencing a depressurization of the aircraft; we did not reference the QRH other than the memory items to don the Oxygen mask. The Captain made the PIC decision to divert to ZZZ as to not risk exacerbating the current situation. We ran our procedural checklists; [requested priority handling] with ZZZ Center and requested to divert to ZZZ. We made a visual approach to Runway XX; taxied to customs; completed clearance at customs; then taxied to FBO.