In Emacs, a window is one part of a frame, displaying one buffer. For questions about operating system windows, see the tag 'frame.
Emacs can split a frame into two or more windows. Multiple windows can display parts of different buffers, or different parts of one buffer.
Note that what most operating systems call a window is called a frame in Emacs. For questions related to operating system windows, see the tag frames. What Emacs calls a windows is called a pane in some other systems.
For questions about running Emacs on Microsoft's family of operating systems, see microsoft-windows.
Multiple frames always imply multiple windows, because each frame has its own set of windows. Each window belongs to one and only one frame. The active window's mode-line is highlighted.
Tag questions about window with appropriate additional tags to avoid confusion with frames and GUI conventions.