A Window is an item that can be placed into a window wall.
The following windows are currently in the game:
Note that one can shoot through all windows except the Reinforced Glass Window.
Windows can be picked up with the Hammer at any later point, as long as you have Building rights.
Usage
Windows can be used both for vision as well as obstruction. For example, the Reinforced Glass Window can be used to view the outside without the risk of being shot (be aware of blind spots).
Furthermore, a tactically placed window allows you to shoot outside so that even if you should get killed, the attacker won't be able to obtain your loot.
Finally, windows can be used as a replacement for doors:
Compared to doors, the respective windows have the advantage that they are both cheaper and harder to destroy than doors (for example the Reinforced Glass Window is as sturdy as an Armored Door).
Since one can jump through a window wall, windows can therefore be used as a replacement for doors (only putting them in once going offline/being raided, and putting them out as soon as you log in).
Since jumping through a window wall is quite annoying, and one can shoot through all windows but the Reinforced Glass Window, it's more common to only use window walls in critical spots that one only has to pass through rarely if not never, as a last line of defense - i.e. as a final wall to the tool cupboard, or a chest room.