Read How Windows work to learn about the basic parts of windows (and the nomenclature that I use).
This article is the very basics on how windows are implemented differently on each System.
This was the first (mainstream) User Interface, and Apple did a lot of research to get windowing right. They did a real good job, and are still the yardstick with which the others should be measured. Work at Xerox-PARC (and some work before) defined the import first steps, like the basic concept of overlapping Windows. But Apple helped define almost everything else we use in this metaphor. For example, the titlebar, grow box, close box, and most of the direct manipulation (dragging Windows around to move them, resizing behaviors, etc.) was done by Apple. Apple did a good job, and windowing is very efficient, easy to hit, easy to use, and clear.
How Windows work on a Mac
Other Mac Features:
With the Mac you can dramatically change the look and feel of Windows, a highly customizable UI. Apple is expanding that with themes.
Microsoft tends to borrow from others, and try to take whatever seems good and add it into a concophony of all the other Systems. Microsoft Windows borrowed their Window behaviors from older text based Windows, from X-Windows (Unix Windows), and some from the Mac. This has lead to an eclectic and inconsistent Windowing System. Usually, the Windowing uses something called MDI (Multiple Document Interface), which is the parent-child windows that are confusing. Sometimes programmers do their own thing to get around MDI (Microsoft is very guilty of this). Even Microsoft has finally realized that MDI is bad, and are now pushing more developers to use SDI (Single Document Interface), which behaves more like the Mac. But it will take 5 or 10 years to make SDI the way most Apps works, until then there will be more Apps sometimes using MDI and sometimes using SDI behaviors (and of course, sometimes doing their own thing). This "sometimes" one way, and "sometimes" another way stuff, makes a bad windowing interface even worse since there is even less predictability.
How Windows work on Microsoft Windows
There are no popup windows like the Macs control strip or dockable windows. However, the Toolbar behaves sort of like that (it is one special floating Window, that can hide/popup with the proper setting). Also because Microsoft writes both the OS and the Applications, they do special things that others can't -- like having special floating Windows to select among MS-Office applications.
NeXT windows behave mostly like the Mac windows. But there were many little advantages, because NeXT machines were far more expensive (powerful) than early Macs. So they had live dragging and resizing. They could be resized from most edges.
The big advantage with NeXT is the way that windows overlap each other. Since a window is independent of all other windows, when you bring a NeXT window forward, you don't bring ALL the window for that applications forward (unlike on the Mac). This forces there to be System wide window management tools, and causes some problems, but it is better overall. Like all systems, NeXT is not without some confusing things (like poor differentiation between palettes, dialogs and windows). But it is a good windowing system, and I will expand the details of this section over time.
BeWindows behave mostly like the Mac windows, except they have menus embedded inside them, and they have live dragging. They also use color-only highlighting like MS-Windows does (I believe). I'll add the BeOS stuff over time.