Window
A window is a loose term for the situation where a group of friendly stones, which is connected to a friendly edge, is accessible through a tiny gap in the opponents stones. They are often created through sequences of moves on a corner, with a breaking move from the opponent to interrupt a ladder or reduce the freedom of such group.
An Example
At first glance, a window seems to be not so helpful for connection due to its lack of accessibility. However, it can usually serve to offer an extra move by creating a threat that the opponent is forced to block, giving you another move to win the game.
After Blue plays 1 and Red plays 2, there is a window at the upper *. The red-shaded cells do not have any red stones in them at the moment, but easily could at some point in the future due to the nature of bridges.
A few moves later, Blue realizes that by starting the ladder with 5, Red is going to have to break at some point, creating another window.
The final battle takes place on this board. Red has a lot of stones in Blue's way, but Blue also has a couple of windows to connect to.
Blue starts by breaking through the window above. Red, presumably, still feels the other direction is more threatening, so opts to block that way instead. Blue gets closer to the upper group. Red will now have to block.
Blue is able to use this group to get dangerously close to the other window.
Without the bottom window, Red holds Blue to a ladder they cannot escape
Instead, Blue is able to use the window to their advantage, setting up a double threat to win the game, making use of a trapezoid (shaded).