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In IT, a window is a box drawn on a computer screen, within which a software application displays information.
Some theorists say that a window is the term used to describe any GUI component - buttons are a window, scrollbars are a window, etc. However most toolkits, particularly on Unix, use the term "widget" for such components.
"Windows" TM is of course also the world's most used (and, for reasons both directly and indirectly related, the most hated) desktop operating system. If people confuse "most-used" with "best", you might gently remind them that MacDonald's is the most-used restaurant in the world and yet is not considered haute cuisine. Microsoft's choice of name for its windowing program is not surprising: its word processor is Microsoft Word, its office suite is Microsoft Office, and its email client is called Microsoft Look Out! NB: one of those is a lie.