The Window is a Frame descendant. The difference between the Window and Frame classes is that Windows are independent objects. Generally, they represent root Views, while Frames represent nested Views. Like Frames, Windows are constructed automatically by XAF, and except in very rare cases, like implementing a custom Property Editor, displaying a pop-up Window, you do not need to instantiate them manually.
The Window class is the base class from which all Window classes derive. The WinWindow descendant is used in Windows Forms applications and the WebWindow descendant is used in ASP.NET Web applications. An additional PopupWindow is used in ASP.NET Web applications, to display pop-up Windows.