Time window
There were two types of Time Window.
Doorway
The first type of Time window was a doorway in time created by pushing energy into Warp drive.
The Clockwork Droid's created Time Windows staggered throughout the life of Jeanne-Antoinette Poisson onboard the SS Madame De Pompadour. They were closed when the Doctor broke the link. (DW: The Girl in the Fireplace)
Portal
The second type resembled a portal linking two time periods.
The only known person to be able to control these time windows was the mysterious Shopkeeper, he could send other people through time windows by clicking his fingers several times and pushing the windows towards them. As he did in 2010 when he sent Sarah Jane Smith, Clyde Langer and Rani Chandra to 1889, 1941 and 1553 respectively to find three objects to save Time itself. The amount of time they could spend in the time zones was dictated by a sand timer which, if it ran out, would leave them trapped. (SJA: Lost in Time) Unlike the Time windows created by the SS Madame de Poumpadour, these version could prove dangerous if left open, eventually causing the entire Earth to be sucked into the Time Vortex.