What does it mean to window a signal?
The process of windowing a signal involves multiplying the time record by a smoothing window of finite length whose amplitude varies smoothly and gradually towards zero at the edges. The length, or time interval, of a smoothing window is defined in terms of number of samples.
Why do we use windowing in DSP?
Basically, window functions are used to limit a signal in Time (to make it shorter), or to improve artifacts of the Fourier transform.