Windows are built inside a building or room, and allow for communication between people outside and inside the building. When the window is open, you may pass notes and items, whisper and so on, and the people will be visible like they are on the peoples tab today, you will see their name followed by what building they are in. It is not possible to attack anyone through a window.
When a window is closed, it will be like if there were no window at all on the building.
Windows can also have locks.
There can only be one window per building and room. Communication is only possible between the room the window is build itn, and its parent location, not to sub-locations. For that to happen, you will have to build a new window in the sub-location. To create a window you need a wooden or iron window frame and a stone, bronze or regular hammer and regular or bronze screwdriver. The project will take 0.5 days.
On the Buildings & Vehicles page, buildings with windows will have a description that includes the window.